Well-posedness and finite element approximations for elliptic SPDEs with Gaussian noises
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elliptic stochastic partial differential equationfinite element approximationspower-law noisespectral approximations
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) Numerical methods for ill-posed problems for boundary value problems involving PDEs (65N20) 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)
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.
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