Domain decomposition strategies for the stochastic heat equation

DOI10.1080/00207160.2012.720977MaRDI QIDQ4902863zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

algorithmsdomain decompositionEuler schemefinite elementnumerical experimentsstochastic heat equationWiener process

Mathematics Subject Classification ID

Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)

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
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Cites work

• A domain splitting algorithm for parabolic problems
• Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
• 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
• Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
• Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
• Weak order for the discretization of the stochastic heat equation

Cited in

(6)

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

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