Convergence rates for finite elementapproximations of stochastic partial differential equations

DOI10.1080/17442509808834153zbMATH Open0902.60048OpenAlexW1972589008MaRDI QIDQ4390916FDOQ4390916

Authors: Fred Espen Benth, Jon Gjerde 

Publication date: 2 December 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509808834153

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zbMATH Keywords

stochastic partial differential equationsfinite element methodchaos expansions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generalized stochastic processes (60G20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (34)

• Elliptic boundary value problems with Gaussian white noise loads
• Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type
• On the construction and analysis of stochastic models: characterization and propagation of the errors associated with limited data
• Stochastic finite elements: Computational approaches to stochastic partial differential equations
• SPDEs driven by additive and multiplicative white noises: a numerical study
• Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms
• A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises
• Spatially adaptive stochastic numerical methods for intrinsic fluctuations in reaction-diffusion systems
• Solving wick-stochastic boundary value problems using a finite element method
• The numerical approximation of stochastic partial differential equations
• SOME REGULARITY RESULTS FOR THE STOCHASTIC PRESSURE EQUATION OF WICK-TYPE
• Solution of stochastic partial differential equations using Galerkin finite element techniques
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
• Convergence acceleration of polynomial chaos solutions via sequence transformation
• Discontinuous Galerkin methods for elliptic partial differential equations with random coefficients
• Finite element methods for semilinear elliptic stochastic partial differential equations
• Fokker-Planck linearization for non-Gaussian stochastic elastoplastic finite elements
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• Convergence of statistical finite element solutions of the heat equation with a random initial condition
• An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises
• Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
• The asymptotic error of chaos expansion approximations for stochastic differential equations
• CONTINUOUS DEPENDENCE ON INITIAL DATA FOR SOLUTIONS OF NONLINEAR STOCHASTIC EVOLUTION EQUATIONS
• Wick-stochastic finite element solution of reaction-diffusion problems
• Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
• Stochastic finite element methods for partial differential equations with random input data
• A finite difference method for stochastic nonlinear second-order boundary-value problems driven by additive noisese
• hp-FEM for second moments of elliptic PDEs with stochastic data. II: Exponential convergence for stationary singular covariance functions
• A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations
• A Weak Galerkin Method with RT Elements for a Stochastic Parabolic Differential Equation
• Generalized spectral decomposition for stochastic nonlinear problems
• Stochastic model reduction for chaos representations
• A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables
• Numerical analysis of the stochastic Stokes equations of Wick type

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