Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
From MaRDI portal
Publication:5398454
DOI10.1093/imanum/drs055zbMath1282.65021arXiv1103.4504OpenAlexW2018164853MaRDI QIDQ5398454
Publication date: 28 February 2014
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.4504
finite element methodspectral Galerkin methodoptimal error estimatesLipschitz nonlinearitiesmultiplicative noiseSPDEspatio-temporal discretizationspatially semidiscrete
Related Items
Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations, New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts, Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation, Error estimates of finite element methods for fractional stochastic Navier-Stokes equations, Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise, Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise, An Exponential Wagner--Platen Type Scheme for SPDEs, An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise, Unnamed Item, Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise, Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise, Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise, Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise, Numerical solution of time-dependent stochastic partial differential equations using RBF partition of unity collocation method based on finite difference, An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise, Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion, Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise, Simulation of SPDEs for excitable media using finite elements, The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations, Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise, Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure, A weak Galerkin method for nonlinear stochastic parabolic partial differential equations with additive noise, Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models, Error estimates of finite element methods for nonlinear fractional stochastic differential equations, Unnamed Item, Spectral collocation method for stochastic partial differential equations with fractional Brownian motion, Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE, A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise, Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise, Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE, Combined error estimates for local fluctuations of SPDEs, A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations, Identification of a time-dependent control parameter for a stochastic diffusion equation, Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion, Unnamed Item, Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise, Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE, Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise, Weak convergence for a spatial approximation of the nonlinear stochastic heat equation, Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise, A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation, Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure, Analysis and approximation of stochastic nerve axon equations, Approximating Stochastic Evolution Equations with Additive White and Rough Noises, Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise, Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise, Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs, Singularity formation in the deterministic and stochastic fractional Burgers equation, A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise, Full-discrete finite element method for the stochastic elastic equation driven by additive noise, Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations
