Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise
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Publication:670309
Numerical integration (65D30) Integro-partial differential equations (45K05) Integro-partial differential equations (35R09) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) 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) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Abstract: Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and convolution quadrature for time discretization. Sharp-order convergence of the numerical solutions is proved up to a logarithmic factor. Numerical examples are provided to support the theoretical analysis.
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(22)- Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise
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