Full-discrete finite element method for the stochastic elastic equation driven by additive noise

Ruisheng Qi; Xiaoyuan Yang; Yinghan Zhang

doi:10.1002/num.21783

Full-discrete finite element method for the stochastic elastic equation driven by additive noise

Ruisheng Qi
, Xiaoyuan Yang^*
, Yinghan Zhang

^*此作品的通讯作者

数学科学学院

Beihang University

科研成果: 期刊稿件 › 文章 › 同行评审

5 引用（Scopus）

摘要

We study the full-discrete finite element method for the stochastic elastic equation driven by additive noise. To analyze the error estimates, we write the stochastic elastic equation as an abstract stochastic equation. Strong convergence estimates in the root mean square L₂ -norm are obtained by using the error estimates for the deterministic problem and the semigroup theory. Numerical experiments are carried out to verify the theoretical results.

源语言	英语
页（从-至）	1946-1962
页数	17
期刊	Numerical Methods for Partial Differential Equations
卷	29
期	6
DOI	https://doi.org/10.1002/num.21783
出版状态	已出版 - 11月 2013

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10.1002/num.21783

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title = "Full-discrete finite element method for the stochastic elastic equation driven by additive noise",

abstract = "We study the full-discrete finite element method for the stochastic elastic equation driven by additive noise. To analyze the error estimates, we write the stochastic elastic equation as an abstract stochastic equation. Strong convergence estimates in the root mean square L2 -norm are obtained by using the error estimates for the deterministic problem and the semigroup theory. Numerical experiments are carried out to verify the theoretical results.",

keywords = "Wiener process, stochastic elastic equation, white noise",

author = "Ruisheng Qi and Xiaoyuan Yang and Yinghan Zhang",

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T1 - Full-discrete finite element method for the stochastic elastic equation driven by additive noise

AU - Qi, Ruisheng

AU - Yang, Xiaoyuan

AU - Zhang, Yinghan

PY - 2013/11

Y1 - 2013/11

N2 - We study the full-discrete finite element method for the stochastic elastic equation driven by additive noise. To analyze the error estimates, we write the stochastic elastic equation as an abstract stochastic equation. Strong convergence estimates in the root mean square L2 -norm are obtained by using the error estimates for the deterministic problem and the semigroup theory. Numerical experiments are carried out to verify the theoretical results.

AB - We study the full-discrete finite element method for the stochastic elastic equation driven by additive noise. To analyze the error estimates, we write the stochastic elastic equation as an abstract stochastic equation. Strong convergence estimates in the root mean square L2 -norm are obtained by using the error estimates for the deterministic problem and the semigroup theory. Numerical experiments are carried out to verify the theoretical results.

KW - Wiener process

KW - stochastic elastic equation

KW - white noise

UR - https://www.scopus.com/pages/publications/84885019845

U2 - 10.1002/num.21783

DO - 10.1002/num.21783

M3 - 文章

AN - SCOPUS:84885019845

SN - 0749-159X

VL - 29

SP - 1946

EP - 1962

JO - Numerical Methods for Partial Differential Equations

JF - Numerical Methods for Partial Differential Equations

IS - 6

ER -

Full-discrete finite element method for the stochastic elastic equation driven by additive noise

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