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
algorithms; Wiener process; domain decomposition; numerical experiments; finite element; stochastic heat equation; Euler scheme
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
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Cites Work
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- On the discretization in time of parabolic stochastic partial differential equations