Domain decomposition strategies for the stochastic heat equation

DOI10.1080/00207160.2012.720977zbMATH Open1261.65008OpenAlexW2049878671MaRDI QIDQ4902863FDOQ4902863

Authors: 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

Recommendations

• Lower bounds and nonuniform time discretization for approximation of stochastic heat equations
• Domain decomposition methods for linear and semilinear elliptic stochastic partial differential equations
• Weak order for the discretization of the stochastic heat equation
• Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
• A Finite Difference Domain Decomposition Algorithm for Numerical Solution of the Heat Equation

zbMATH Keywords

algorithmsWiener processnumerical experimentsdomain decompositionEuler schemestochastic heat equationfinite element

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Heat equation (35K05) 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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Cites Work

• Merging the Bramble-Pasciak-Steinbach and the Crouzeix-Thomée criterion for \(H^1\)-stability of the \(L^2\)-projection onto finite element spaces
• On the discretization in time of parabolic stochastic partial differential equations
• Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
• Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
• Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
• Weak order for the discretization of the stochastic heat equation
• A domain splitting algorithm for parabolic problems

Cited In (5)

• Domain decomposition methods for linear and semilinear elliptic stochastic partial differential equations
• Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces
• A posteriori error estimates for non-stationary non-linear convection-diffusion equations
• A domain decomposition method for stochastic evolution equations
• A tightly-coupled domain-decomposition approach for highly nonlinear stochastic multiphysics systems

This page was built for publication: Domain decomposition strategies for the stochastic heat equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4902863)