Domain decomposition strategies for the stochastic heat equation

DOI10.1080/00207160.2012.720977zbMath1261.65008OpenAlexW2049878671MaRDI QIDQ4902863

Erich Carelli, Alexander Müller, Andreas Prohl

Publication date: 18 January 2013

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2012.720977

zbMATH Keywords

algorithmsWiener processdomain decompositionnumerical experimentsfinite elementstochastic heat equationEuler scheme

Mathematics Subject Classification ID

Heat equation (35K05) 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) 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) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

Related Items (2)

Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces ⋮ A posteriori error estimates for non-stationary non-linear convection-diffusion equations

Cites Work

• A domain splitting algorithm for parabolic problems
• Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
• Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
• Merging the Bramble-Pasciak-Steinbach and the Crouzeix-Thomée criterion for $H^1$-stability of the $L^2$-projection onto finite element spaces
• Weak order for the discretization of the stochastic heat equation
• Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
• On the discretization in time of parabolic stochastic partial differential equations

This page was built for publication: Domain decomposition strategies for the stochastic heat equation