A local discontinuous Galerkin method for nonlinear parabolic SPDEs

DOI10.1051/m2an/2020026zbMath1480.65019OpenAlexW3017330686MaRDI QIDQ4958834

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Publication date: 15 September 2021

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/m2an/2020026

zbMATH Keywords

error estimatesstability analysismultiplicative noiselocal discontinuous Galerkin methodnonlinear parabolic stochastic partial differential equationsstochastic viscous Burgers equation

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) 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)

Related Items (7)

Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise ⋮ A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance ⋮ An LDG Method for Stochastic Cahn-Hilliard Type Equation Driven by General Multiplicative Noise Involving Second-Order Derivative ⋮ Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp> ⋮ Hybridizable discontinuous Galerkin reduced order model for the variable coefficient advection equation ⋮ An ultra-weak discontinuous Galerkin method with implicit-explicit time-marching for generalized stochastic KdV equations ⋮ Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation

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