Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise
Numerical Analysis
2017-11-07 v1
Abstract
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and convolution quadrature for time discretization. Sharp-order convergence of the numerical solutions is proved up to a logarithmic factor. Numerical examples are provided to support the theoretical analysis.
Keywords
Cite
@article{arxiv.1711.01998,
title = {Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise},
author = {Max Gunzburger and Buyang Li and Jilu Wang},
journal= {arXiv preprint arXiv:1711.01998},
year = {2017}
}