A finite element approximation of linear stochastic PDEs driven by multiplicative white noise

DOI10.1080/00207160701210133zbMath1139.65006OpenAlexW2040768145MaRDI QIDQ5459737

Hassan Manouzi

Publication date: 29 April 2008

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

Full work available at URL: https://doi.org/10.1080/00207160701210133

zbMATH Keywords

numerical examplesfinite elementGalerkin finite element methodwhite noisestochastic PDEsstochastic variational problemWiener-Itô chaos coefficients

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) White noise theory (60H40) 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)

Related Items

Error analysis of finite element approximations of the optimal control problem for stochastic Stokes equations with additive white noise ⋮ The numerical approximation of stochastic partial differential equations ⋮ A virtual element method for stochastic Stokes equations ⋮ SPDEs driven by additive and multiplicative white noises: a numerical study

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