Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise

DOI10.1007/s00211-019-01028-8zbMath1462.65143arXiv1711.01998OpenAlexW2964303413MaRDI QIDQ670309

Buyang Li, Max D. Gunzburger, Jilu Wang

Publication date: 18 March 2019

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.01998

zbMATH Keywords

finite element method, white noisestochastic partial integro-differential equation

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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) White noise theory (60H40) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) PDEs with randomness, stochastic partial differential equations (35R60) Numerical integration (65D30) Fractional partial differential equations (35R11) Integro-partial differential equations (35R09)

Related Items (13)

Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation ⋮ Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise ⋮ Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise ⋮ An inverse random source problem for the time-space fractional diffusion equation driven by fractional Brownian motion ⋮ A viscoelastic Timoshenko beam model: regularity and numerical approximation ⋮ An analysis of the L1 scheme for stochastic subdiffusion problem driven by integrated space-time white noise ⋮ An efficient numerical algorithm for the model describing the competition between super- and sub-diffusions driven by fractional Brownian sheet noise ⋮ Error Analysis of Fully Discrete Finite Element Approximations to an Optimal Control Problem Governed by a Time-Fractional PDE ⋮ Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise ⋮ Mittag--Leffler Euler Integrator for a Stochastic Fractional Order Equation with Additive Noise ⋮ Time fractional stochastic differential equations driven by pure jump Lévy noise ⋮ Blow-up results for space-time fractional stochastic partial differential equations ⋮ Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Space-time fractional stochastic partial differential equations
• Finite element approximations of the stochastic mean curvature flow of planar curves of graphs
• On the Schrödinger equation and the eigenvalue problem
• Convolution quadrature and discretized operational calculus. I
• Convolution quadrature and discretized operational calculus. II
• Some results on stochastic convolutions arising in Volterra equations perturbed by noise
• Dirichlet and Neumann eigenvalue problems on domains in Euclidean spaces
• Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise
• Vector-valued Laplace Transforms and Cauchy Problems
• Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation
• Convolution quadrature time discretization of fractional diffusion-wave equations
• Two Fully Discrete Schemes for Fractional Diffusion and Diffusion-Wave Equations with Nonsmooth Data
• Classical Fourier Analysis
• A Numerical Method for a Partial Integro-Differential Equation
• Numerical methods for stochastic parabolic PDEs
• Finite element and difference approximation of some linear stochastic partial differential equations
• An analysis of the Crank–Nicolson method for subdiffusion
• Correction of High-Order BDF Convolution Quadrature for Fractional Evolution Equations
• Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise
• Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
• Nonsmooth data error estimates for approximations of an evolution equation with a positive-type memory term
• Computational Studies for the Stochastic Landau--Lifshitz--Gilbert Equation
• Stochastic Equations in Infinite Dimensions
• Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
• Galerkin Finite Element Methods for Parabolic Problems

This page was built for publication: Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise