Domain decomposition strategies for the stochastic heat equation

DOI10.1080/00207160.2012.720977zbMath1261.65008MaRDI QIDQ4902863

Erich Carelli, Alexander Müller, Andreas Prohl

Publication date: 18 January 2013

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2012.720977

zbMATH Keywords

algorithms; Wiener process; domain decomposition; numerical experiments; finite element; stochastic heat equation; Euler scheme

Mathematics Subject Classification ID

35K05: Heat equation

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)

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

35R60: PDEs with randomness, stochastic partial differential equations

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

65C30: Numerical solutions to stochastic differential and integral equations

65M55: Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs

Related Items

A posteriori error estimates for non-stationary non-linear convection-diffusion equations, Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces

Cites Work

• A domain splitting algorithm for parabolic problems
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• Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
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• Weak order for the discretization of the stochastic heat equation
• Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
• On the discretization in time of parabolic stochastic partial differential equations