Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs

arXiv2210.11102MaRDI QIDQ6414527

Gabriel J. Lord, Andreas Petersson

Publication date: 20 October 2022

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) 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) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial-boundary value problems for second-order parabolic systems (35K51)

This page was built for publication: Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs