{"title":"A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables","authors":"Christophe Audouze, P. Nair","doi":"10.1080/17442508.2014.989526","DOIUrl":null,"url":null,"abstract":"We consider finite element approximations of parabolic stochastic partial differential equations (SPDEs) in conjunction with the -weighted temporal discretization scheme. We study the stability of the numerical scheme and provide a priori error estimates, using a result of Galvis and Sarkis [Approximating infinity-dimensional stochastic Darcy's equations without uniform ellipticity, SIAM J. Numer. Anal. 47(5) (2009), pp. 3624–3651] on elliptic SPDEs.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2015-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/17442508.2014.989526","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
We consider finite element approximations of parabolic stochastic partial differential equations (SPDEs) in conjunction with the -weighted temporal discretization scheme. We study the stability of the numerical scheme and provide a priori error estimates, using a result of Galvis and Sarkis [Approximating infinity-dimensional stochastic Darcy's equations without uniform ellipticity, SIAM J. Numer. Anal. 47(5) (2009), pp. 3624–3651] on elliptic SPDEs.