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Weak convergence of finite element method for stochastic elastic equation driven by additive noise

  • Beihang University

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper we study the weak convergence of the semidiscrete and full discrete finite element methods for the stochastic elastic equation driven by additive noise, based on C0 or C1 piecewise polynomials. In order to simplify the analysis of weak convergence, we rewrite the stochastic elastic equation in an abstract problem and the solutions of the semidiscrete and full discrete problems in a unified form. We obtain that the weak order is twice the strong order, both in time and in space. Numerical experiments are carried out to verify the theoretical results.

Original languageEnglish
Pages (from-to)450-470
Number of pages21
JournalJournal of Scientific Computing
Volume56
Issue number3
DOIs
StatePublished - Sep 2013

Keywords

  • Stochastic elastic equation
  • White noise
  • Wiener process

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