Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise

DOI10.1007/s00211-015-0768-8zbMath1357.65013OpenAlexW2222195018MaRDI QIDQ304519

Zhongqiang Zhang, Boris L. Rosovskii, George Em. Karniadakis

Publication date: 25 August 2016

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-015-0768-8

zbMATH Keywords

numerical resultspiecewise linear finite element methodsstochastic PDE with spatial white noisestochastic semi-linear elliptic equationsstrong covergence orderweak covergence order

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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 elliptic equations (35J61)

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