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Finite element approximation of the linear stochastic wave equation with additive noise

Mihaly Kovacs (Institutionen för matematiska vetenskaper, matematik) ; Stig Larsson (Institutionen för matematiska vetenskaper, matematik) ; Fardin Saedpanah (Institutionen för matematiska vetenskaper, matematik)
SIAM Journal on Numerical Analysis (0036-1429). Vol. 48 (2010), 2, p. 408-427.
[Artikel, refereegranskad vetenskaplig]

Semidiscrete finite element approximation of the linear stochastic wave equation (LSWE) with additive noise is studied in a semigroup framework. Optimal error estimates for the deterministic problem are obtained under minimal regularity assumptions. These are used to prove strong convergence estimates for the stochastic problem. The theory presented here applies to multidimensional domains and spatially correlated noise. Numerical examples illustrate the theory.

Nyckelord: inite element method, stochastic wave equation, additive noise, Wiener process, stability, a priori error estimate, strong convergence


DOI: 10.1137/090772241



Denna post skapades 2010-04-23. Senast ändrad 2014-09-02.
CPL Pubid: 120332

 

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Institutioner (Chalmers)

Institutionen för matematiska vetenskaper, matematik (2005-2016)

Ämnesområden

Numerisk analys

Chalmers infrastruktur