A finite element approximation of linear stochastic PDEs driven by multiplicative white noise
DOI10.1080/00207160701210133zbMath1139.65006OpenAlexW2040768145MaRDI QIDQ5459737
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
numerical examplesfinite elementGalerkin finite element methodwhite noisestochastic PDEsstochastic variational problemWiener-Itô chaos coefficients
Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) White noise theory (60H40) 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) Numerical solutions to stochastic differential and integral equations (65C30)
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