Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients

DOI10.1016/j.cam.2020.113173zbMath1462.65016OpenAlexW3082440129WikidataQ115359715 ScholiaQ115359715MaRDI QIDQ2222076

Weidong Zhao, Xu Yang

Publication date: 3 February 2021

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

Full work available at URL: https://doi.org/10.1016/j.cam.2020.113173

zbMATH Keywords

strong convergencefinite element methodstochastic partial differential equationsvariational solutionnon-globally Lipschitz coefficients

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) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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