Well-posedness and finite element approximations for elliptic SPDEs with Gaussian noises

DOI10.4208/CMR.2020-0006zbMATH Open1463.65392arXiv1510.01873OpenAlexW2585564566MaRDI QIDQ5142964FDOQ5142964

Authors: Yanzhao Cao, Jialin Hong, Zhihui Liu 

Publication date: 14 January 2021

Published in: Communications in Mathematical Research (Search for Journal in Brave)

Abstract: The paper studies the well-posedness and optimal error estimates of spectral finite element approximations for the boundary value problems of semi-linear elliptic SPDEs driven by white or colored Gaussian noises. The noise term is approximated through the spectral projection of the covariance operator, which is not required to be commutative with the Laplacian operator. Through the convergence analysis of SPDEs with the noise terms replaced by the projected noises, the well-posedness of the SPDE is established under certain covariance operator-dependent conditions. These SPDEs with projected noises are then numerically approximated with the finite element method. A general error estimate framework is established for the finite element approximations. Based on this framework, optimal error estimates of finite element approximations for elliptic SPDEs driven by power-law noises are obtained. It is shown that with the proposed approach, convergence order of white noise driven SPDEs is improved by half for one-dimensional problems, and by an infinitesimal factor for higher-dimensional problems.

Full work available at URL: https://arxiv.org/abs/1510.01873

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zbMATH Keywords

finite element approximationsspectral approximationspower-law noiseelliptic stochastic partial differential equation

Mathematics Subject Classification ID

Semilinear elliptic equations (35J61) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Numerical methods for ill-posed problems for boundary value problems involving PDEs (65N20)

Cited In (8)

• On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations
• Stochastic Galerkin method for elliptic SPDEs: a white noise approach
• An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises
• Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise
• A finite difference method for stochastic nonlinear second-order boundary-value problems driven by additive noisese
• Finite difference methods for stochastic Helmholtz equation driven by white noise
• Stabilized IMLS based element free Galerkin method for stochastic elliptic partial differential equations
• Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises

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