Difference Approximation of Stochastic Elastic Equation Driven by Infinite Dimensional Noise

DOI10.4208/nmtma.2015.y14002zbMath1363.65009OpenAlexW2500131755MaRDI QIDQ2825043

Yinghan Zhang, Xiao-Yuan Yang, Rui-sheng Qi

Publication date: 6 October 2016

Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/nmtma.2015.y14002

zbMATH Keywords

convergencenumerical experimentsstochastic partial differential equationserror analysisdifference schemeinfinite dimensional noisestochastic elastic equation

Mathematics Subject Classification ID

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) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) 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)

Related Items (4)

Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp> ⋮ An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises ⋮ Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises ⋮ Unnamed Item

This page was built for publication: Difference Approximation of Stochastic Elastic Equation Driven by Infinite Dimensional Noise