Weak convergence of finite element method for stochastic elastic equation driven by additive noise

DOI10.1007/s10915-013-9683-2zbMath1290.65007OpenAlexW2056275445MaRDI QIDQ368100

Rui-sheng Qi, Xiao-Yuan Yang

Publication date: 18 September 2013

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-013-9683-2

zbMATH Keywords

finite elementsnumerical simulationsemidiscreteadditive noisefully discretelinear stochastic elastic equationweak convrgence

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) 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) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Related Items (5)

An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise ⋮ Conforming finite element methods for the stochastic Cahn-Hilliard-Cook equation ⋮ Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures ⋮ An exponential integrator scheme for time discretization of nonlinear stochastic wave equation ⋮ Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation

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