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

  • Beihang University

科研成果: 期刊稿件文章同行评审

摘要

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.

源语言英语
页(从-至)450-470
页数21
期刊Journal of Scientific Computing
56
3
DOI
出版状态已出版 - 9月 2013

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