Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure

DOI10.1007/s11075-020-01041-1zbMath1489.65016arXiv1912.12751OpenAlexW3112543726MaRDI QIDQ2048833

Antoine Tambue, Aurelien Noupelah

Publication date: 24 August 2021

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

Full work available at URL: https://arxiv.org/abs/1912.12751

zbMATH Keywords

finite element methodfractional Brownian motionfinite element methodsPoisson random measurestochastic parabolic partial differential equationserrors estimatetimestepping methods

Mathematics Subject Classification ID

Finite element methods applied to problems in solid mechanics (74S05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)

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