相关论文: A mixed finite element method for the stochastic B…

This paper is concerned with fully discrete mixed finite element approximations of the time-dependent stochastic Stokes equations with multiplicative noise. A prototypical method, which comprises of the Euler-Maruyama scheme for time…

This paper is devoted to the numerical analysis of a fully discrete finite element approximation for the stochastic Benjamin-Bona-Mahony equation driven by multiplicative noise. We first establish the existence and uniqueness of solutions…

We investigate a fully discrete finite element approximation for the stochastic Kuramoto-Sivashinsky equation, combining the standard finite element methods in spatial discretization with the implicit Euler-Maruyama scheme in time. Rigorous…

This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…

This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…

We develop a fully discrete, semi-implicit mixed finite element method for approximating solutions to a class of fourth-order stochastic partial differential equations (SPDEs) with non-globally Lipschitz and non-monotone nonlinearities,…

This paper is concerned with high moment and pathwise error estimates for both velocity and pressure approximations of the Euler-Maruyama scheme for time discretization and its two fully discrete mixed finite element discretizations. The…

We present a novel and comparative analysis of finite element discretizations for a nonlinear Rosenau-Burgers model including a biharmonic term. We analyze both continuous and mixed finite element approaches, providing stability, existence,…

This paper is concerned with high moment and pathwise error estimates for fully discrete mixed finite element approximattions of stochastic Navier-Stokes equations with general additive noise. The implicit Euler-Maruyama scheme and standard…

In the present work we propose and analyze a fully coupled virtual element method of high order for solving the two dimensional nonstationary Boussinesq system in terms of the stream-function and temperature fields. The discretization for…

We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure…

This paper develops and analyzes some fully discrete mixed finite element methods for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise that is white in time and correlated in space. The stochastic Cahn-Hilliard…

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

We consider an elliptic partial differential equation in non-divergence form with a random diffusion matrix and random forcing term. To address this, we propose a mixed-type continuous finite element discretization in the physical domain,…

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension $d\le 3$. We discretize the equation using a standard finite element method in space and a fully…

In this paper, we propose a new approach for the time-discretization of the incompressible stochastic Stokes equations with multiplicative noise. Our new strategy is based on the classical Milstein method from stochastic differential…

This paper focuses on deriving optimal-order full moment error estimates in strong norms for both velocity and pressure approximations in the Euler-Maruyama time discretization of the stochastic Navier-Stokes equations with multiplicative…

A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…