Strong Convergence of a Fully Discrete Finite Element Method for a Class of Semilinear Stochastic Partial Differential Equations with Multiplicative Noise

DOI10.4208/jcm.2003-m2019-0250OpenAlexW3164657924WikidataQ115210968 ScholiaQ115210968MaRDI QIDQ5079521

Xiaobing Feng, Yi Zhang, Yukun Li

Publication date: 27 May 2022

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.05028

zbMATH Keywords

strong convergencestochastic partial differential equationsone-sided Lipschitz

Mathematics Subject Classification ID

Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (2)

Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise ⋮ The BDF2-Maruyama method for the stochastic Allen-Cahn equation with multiplicative noise

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