Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise

Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/98594

Title:	Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise
Authors:	Gunzburger, M Li, B Wang, J
Issue Date:	Apr-2019
Source:	Numerische mathematik, Apr. 2019, v. 141, no. 4, p. 1043-1077
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.
Publisher:	Springer
Journal:	Numerische mathematik
ISSN:	0029-599X
EISSN:	0945-3245
DOI:	10.1007/s00211-019-01028-8
Rights:	© Springer-Verlag GmbH Germany, part of Springer Nature and The Mathematical Programming Society 2018 This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use (https://www.springernature.com/gp/open-research/policies/accepted-manuscript-terms), but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: http://dx.doi.org/10.1007/s00211-019-01028-8.
Appears in Collections:	Journal/Magazine Article

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