Finite element and difference approximation of some linear stochastic partial differential equations
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Publication:4393942
DOI10.1080/17442509808834159zbMath0907.65147OpenAlexW1978697444MaRDI QIDQ4393942
Zhimin Zhang, S. J. Novosel, Edward J. Allen
Publication date: 18 February 1999
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509808834159
convergencelinear elliptic equationfinite elementsnumerical experimentsstochastic partial differential equationdifferences methods
Boundary value problems for second-order elliptic equations (35J25) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Finite difference methods for boundary value problems involving PDEs (65N06) Initial value problems for second-order parabolic equations (35K15) Probabilistic methods, stochastic differential equations (65C99)
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