Numerical Approximation to A Stochastic Parabolic PDE with Weak Galerkin Method

DOI10.4208/nmtma.2017-OA-0122zbMath1438.65007WikidataQ128340596 ScholiaQ128340596MaRDI QIDQ5197247

Yongkui Zou, Shimin Chaiand, Hongze Zhu, Chenguang Zhou

Publication date: 20 September 2019

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

zbMATH Keywords

weak gradientweak Galerkin methodstochastic PDE

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (10)

Weak Galerkin Method for Second-Order Elliptic Equations with Newton Boundary Condition ⋮ A family of interior-penalized weak Galerkin methods for second-order elliptic equations ⋮ Weak Galerkin finite element method for linear elasticity interface problems ⋮ A time-explicit weak Galerkin scheme for parabolic equations on polytopal partitions ⋮ A hybridized weak Galerkin finite element scheme for linear elasticity problem ⋮ Weak Galerkin finite element method for linear poroelasticity problems ⋮ A weak Galerkin method for nonlinear stochastic parabolic partial differential equations with additive noise ⋮ The Weak Galerkin Finite Element Method for Solving the Time-Dependent Integro-Differential Equations ⋮ $(1+s)$-Order Convergence Analysis of Weak Galerkin Finite Element Methods for Second Order Elliptic Equations ⋮ An effective implementation for Stokes equation by the weak Galerkin finite element method

This page was built for publication: Numerical Approximation to A Stochastic Parabolic PDE with Weak Galerkin Method