Finite element approximation of the linear stochastic wave equation with additive noise
Artikel i vetenskaplig tidskrift, 2010

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.

strong convergence

a priori error estimate

inite element method

stochastic wave equation

stability

Wiener process

additive noise

Författare

Mihaly Kovacs

Chalmers, Matematiska vetenskaper, Matematik

Göteborgs universitet

Stig Larsson

Chalmers, Matematiska vetenskaper, Matematik

Göteborgs universitet

Fardin Saedpanah

Chalmers, Matematiska vetenskaper, Matematik

Göteborgs universitet

SIAM Journal on Numerical Analysis

0036-1429 (ISSN) 1095-7170 (eISSN)

Vol. 48 408-427

Ämneskategorier

Beräkningsmatematik

DOI

10.1137/090772241