A lattice scheme for stochastic partial differential equations of elliptic type in dimension d 4

DOI10.1007/S00245-006-0874-1zbMATH Open1152.60047arXivmath/0508339OpenAlexW2054066138MaRDI QIDQ861502FDOQ861502

Teresa Martínez, Marta Sanz-Solé

Publication date: 29 January 2007

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Abstract: We study a stochastic boundary value problem on $(0,1{)}^d$ of elliptic type in dimension $dge4$, driven by a coloured noise. An approximation scheme based on a suitable discretization of the Laplacian on a lattice of $(0,1{)}^d$ is presented; we also give the rate of convergence to the original SPDE in $L^p(Omega;L^2(D))$--norm, for some values of $p$.

Full work available at URL: https://arxiv.org/abs/math/0508339

Recommendations

• On numerical solution of stochastic partial differential equations of elliptic type
• Lattice approximations of semilinear stochastic elliptic equations with reflection
• scientific article; zbMATH DE number 19387
• Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
• Discontinuous Galerkin method for elliptic stochastic partial differential equations on two and three dimensional spaces

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cited In (10)

• On numerical solution of stochastic partial differential equations of elliptic type
• The numerical approximation of stochastic partial differential equations
• A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional
• Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
• A FRACTIONAL POISSON EQUATION: EXISTENCE, REGULARITY AND APPROXIMATIONS OF THE SOLUTION
• Finite element method and discontinuous Galerkin method for stochastic scattering problem of Helmholtz type in \(\mathbb R^{d} (d =2, 3)\)
• Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise
• Numerical approximation for stochastic nonlinear fractional diffusion equation driven by rough noise
• Pathwise definition of second-order SDEs
• Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition

This page was built for publication: A lattice scheme for stochastic partial differential equations of elliptic type in dimension \(d \geq 4\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q861502)