Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs
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Publication:6414527
arXiv2210.11102MaRDI QIDQ6414527
Gabriel J. Lord, Andreas Petersson
Publication date: 20 October 2022
Random fields (60G60) Gaussian processes (60G15) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial-boundary value problems for second-order parabolic systems (35K51)
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