Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE

DOI10.1007/s40072-014-0037-3zbMath1316.60106arXiv1307.4120MaRDI QIDQ487684

Raphael Kruse

Publication date: 23 January 2015

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.4120

zbMATH Keywords

strong convergence; consistency; Galerkin finite element method; bistability; Milstein scheme; semilinear SPDE; spatio-temporal discretization; Spijker norm; two-sided error estimate

Mathematics Subject Classification ID

65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

65M70: Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

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