Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise

DOI10.1007/s11075-009-9281-4zbMath1184.65014OpenAlexW2025872411WikidataQ59593879 ScholiaQ59593879MaRDI QIDQ849273

Mihály Kovács, Stig Larsson, Fredrik Lindgren

Publication date: 25 February 2010

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-009-9281-4

zbMATH Keywords

convergencenumerical exampleWiener processsemilinear parabolic equationerror estimatestochastic partial differential equationlinear finite element method

Mathematics Subject Classification ID

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) 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) Semilinear parabolic equations (35K58)

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