A finite element approximation of linear stochastic PDEs driven by multiplicative white noise
DOI10.1080/00207160701210133zbMATH Open1139.65006OpenAlexW2040768145MaRDI QIDQ5459737FDOQ5459737
Publication date: 29 April 2008
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160701210133
Recommendations
- SPDEs driven by additive and multiplicative white noises: a numerical study
- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- Finite element and difference approximation of some linear stochastic partial differential equations
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- Finite element approximation of the linear stochastic wave equation with additive noise
numerical examplesstochastic PDEswhite noisefinite elementGalerkin finite element methodstochastic variational problemWiener-Itô chaos coefficients
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) White noise theory (60H40) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Cites Work
- Title not available (Why is that?)
- Asymptotic stability of the linear Ito equation in infinite dimensions
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- The burgers equation with a noisy force and the stochastic heat equation
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- Ingredients for a general purpose stochastic finite elements implementation
- SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA
- Parallel Solution of Stochastic PDEs
- Iterative solution of systems of linear equations arising in the context of stochastic finite elements
- Stabilisation of linear PDEs by Stratonovich noise
- EXPANSION THEOREMS FOR GENERALIZED RANDOM PROCESSES, WICK PRODUCTS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS
- Differential equations in spaces of abstract stochastic distributions
- Ideas in the theory of random media
- Solving wick-stochastic boundary value problems using a finite element method
- Effects of uncertainties in the domain on the solution of Neumann boundary value problems in two spatial dimensions
- The pressure equation for fluid flow in a stochastic medium
- Finite difference approximation of the pressure equation for fluid flow in a stochastic medium — a probabilistic approach
- Solving parabolic Wick-stochastic boundary value problems using a finite element method
- Mixed finite element approximation for the stochastic pressure equation of Wick type
Cited In (9)
- Title not available (Why is that?)
- Finite elements for stochastic media problems
- Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo
- A virtual element method for stochastic Stokes equations
- SPDEs driven by additive and multiplicative white noises: a numerical study
- The numerical approximation of stochastic partial differential equations
- Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
- Error analysis of finite element approximations of the optimal control problem for stochastic Stokes equations with additive white noise
- An IMEX finite element method for a linearized Cahn-Hilliard-Cook equation driven by the space derivative of a space-time white noise
This page was built for publication: A finite element approximation of linear stochastic PDEs driven by multiplicative white noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5459737)
