Title : ( COMPUTATIONAL ASPECTS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS USING FINITE ELEMENT METHOD )
Authors: Mahdieh Arezoomandan , Ali Reza Soheili ,
Full TextAbstract
This article describes the computational aspects of stochastic parabolic differential equations driven by additive noise. A fully discrete approximation of the stochastic problem is provided based on piecewise linear finite elements for the spacial discretization and the implicit Euler method for the temporal discretization. The computational aspects of the method are illustrated with a numerical test.
Keywords
, stochastic partial differential equations, finite element methods, strong convergence rate, additive noise, implicit Euler method.
@inproceedings{paperid:1091233,
author = {Arezoomandan, Mahdieh and Soheili, Ali Reza},
title = {COMPUTATIONAL ASPECTS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS USING FINITE ELEMENT METHOD},
booktitle = {The 9th Seminar on Numerical Analysis and Its Applications},
year = {2022},
location = {رشت, IRAN},
keywords = {stochastic partial differential equations; finite element methods;strong convergence rate; additive noise; implicit Euler method.},
}
%0 Conference Proceedings
%T COMPUTATIONAL ASPECTS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS USING FINITE ELEMENT METHOD
%A Arezoomandan, Mahdieh
%A Soheili, Ali Reza
%J The 9th Seminar on Numerical Analysis and Its Applications
%D 2022
