Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
From MaRDI portal
Publication:4785822
DOI10.1137/S0036142901387956zbMath1030.65002OpenAlexW2104642800MaRDI QIDQ4785822
Publication date: 5 January 2003
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036142901387956
convergencefinite element methodfinite difference methodstochastic partial differential equationadditive noiseerror estimate linear stochastic elliptic problemlinear stochastic parabolic problem
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) 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) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for boundary value problems involving PDEs (65N06)
Related Items
Elliptic boundary value problems with Gaussian white noise loads ⋮ Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation ⋮ Error estimates of finite element methods for fractional stochastic Navier-Stokes equations ⋮ Galerkin Finite Element Approximation for Semilinear Stochastic Time-Tempered Fractional Wave Equations with Multiplicative Gaussian Noise and Additive Fractional Gaussian Noise ⋮ Noise regularization and computations for the 1-dimensional stochastic Allen-Cahn problem ⋮ Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme ⋮ A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere ⋮ Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise ⋮ Mesoscopic simulation of Ostwald ripening ⋮ Convergence of the spectral Galerkin method for the stochastic reaction-diffusion-advection equation ⋮ Meshless simulation of stochastic advection-diffusion equations based on radial basis functions ⋮ The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations ⋮ On numerical methods to second-order singular initial value problems with additive white noise ⋮ A stochastic multi-symplectic scheme for stochastic Maxwell equations with additive noise ⋮ Oscillations and variability in neuronal systems: interplay of autonomous transient dynamics and fast deterministic fluctuations ⋮ Weak convergence of finite element method for stochastic elastic equation driven by additive noise ⋮ Noise-induced oscillations in an actively mode-locked laser ⋮ Wick-stochastic finite element solution of reaction-diffusion problems ⋮ Finite element methods for semilinear elliptic stochastic partial differential equations ⋮ Numerical solutions of stochastic Fisher equation to study migration and population behavior in biological invasion ⋮ Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation ⋮ Stochastic Continuum Models for High-Entropy Alloys with Short-range Order ⋮ Difference methods for stochastic space fractional diffusion equation driven by additive space-time white noise via Wong-Zakai approximation ⋮ Multiscale modeling and analysis for some special additive noises driven stochastic partial differential equations ⋮ The numerical approximation of stochastic partial differential equations ⋮ Temporal semi-discretizations of a backward semilinear stochastic evolution equation ⋮ Analysis of a robust implicit scheme for space–time fractional stochastic nonlinear diffusion wave model ⋮ Delay-dependent stability analysis of numerical methods for stochastic delay differential equations ⋮ Galerkin Finite Element Approximations for Stochastic Space-Time Fractional Wave Equations ⋮ An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises ⋮ Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes ⋮ Stochastic discontinuous Galerkin methods (SDGM) based on fluctuation-dissipation balance ⋮ Finite element method and discontinuous Galerkin method for stochastic scattering problem of Helmholtz type in \(\mathbb R^{d} (d =2, 3)\) ⋮ Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise ⋮ Convergence analysis of constraint energy minimizing generalized multiscale finite element method for a linear stochastic parabolic partial differential equation driven by additive noises ⋮ A discontinuous Galerkin method for stochastic Cahn-Hilliard equations ⋮ Finite volume method for solving the stochastic Helmholtz equation ⋮ Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise ⋮ A stabilized finite element method for stochastic incompressible Navier–Stokes equations ⋮ A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises ⋮ Domain decomposition methods for linear and semilinear elliptic stochastic partial differential equations ⋮ Identification of a time-dependent control parameter for a stochastic diffusion equation ⋮ Fourier spectral methods for some linear stochastic space-fractional partial differential equations ⋮ Numerical multi-scaling method to solve the linear stochastic partial differential equations ⋮ Stability of stochastic 2-D systems ⋮ Sharp estimates for finite element approximations to parabolic problems with Neumann boundary data of low regularity ⋮ Spatial approximation of stochastic convolutions ⋮ Unnamed Item ⋮ A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions ⋮ Space semi-discretisations for a stochastic wave equation ⋮ A local discontinuous Galerkin method for nonlinear parabolic SPDEs ⋮ A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations ⋮ A Wong-Zakai approximation for random slow manifolds with application to parameter estimation ⋮ A fractional PDE model for turbulent velocity fields near solid walls ⋮ Approximating Stochastic Evolution Equations with Additive White and Rough Noises ⋮ Descriptions, Discretizations, and Comparisons of Time/Space Colored and White Noise Forcings of the Navier--Stokes Equations ⋮ On Convergence rate of Wiener-Ito expansion for generalized random variables ⋮ Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields ⋮ Numerical approximation of stochastic time-fractional diffusion ⋮ Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise ⋮ Unnamed Item ⋮ Nonlinear Constitutive Models for Nano-Scale Heat Conduction ⋮ Full-discrete finite element method for the stochastic elastic equation driven by additive noise ⋮ Strong 1.5 order scheme for second-order stochastic differential equations without Levy area ⋮ A Milstein scheme for SPDEs ⋮ Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise ⋮ Stochastic steady-state Navier-Stokes equations with additive random noise ⋮ A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
