广义随机变量抛物型随机偏微分方程有限元近似的先验误差估计

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2015-02-19 DOI:10.1080/17442508.2014.989526

Christophe Audouze, P. Nair

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引用次数: 0

摘要

我们考虑了抛物型随机偏微分方程(SPDEs)的有限元近似与加权时间离散方案。本文研究了数值格式的稳定性，并利用Galvis和Sarkis[近似无均匀椭圆的无限维随机达西方程，SIAM J. number]的结果提供了一个先验误差估计。论椭圆型SPDEs [j] .学报，47(5)(2009)，pp. 3624-3651。

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A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables

We consider finite element approximations of parabolic stochastic partial differential equations (SPDEs) in conjunction with the -weighted temporal discretization scheme. We study the stability of the numerical scheme and provide a priori error estimates, using a result of Galvis and Sarkis [Approximating infinity-dimensional stochastic Darcy's equations without uniform ellipticity, SIAM J. Numer. Anal. 47(5) (2009), pp. 3624–3651] on elliptic SPDEs.

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来源期刊

Stochastics-An International Journal of Probability and Stochastic Processes MATHEMATICS, APPLIED-STATISTICS & PROBABILITY

CiteScore

1.90

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： Stochastics: An International Journal of Probability and Stochastic Processes is a world-leading journal publishing research concerned with stochastic processes and their applications in the modelling, analysis and optimization of stochastic systems, i.e. processes characterized both by temporal or spatial evolution and by the presence of random effects. Articles are published dealing with all aspects of stochastic systems analysis, characterization problems, stochastic modelling and identification, optimization, filtering and control and with related questions in the theory of stochastic processes. The journal also solicits papers dealing with significant applications of stochastic process theory to problems in engineering systems, the physical and life sciences, economics and other areas. Proposals for special issues in cutting-edge areas are welcome and should be directed to the Editor-in-Chief who will review accordingly. In recent years there has been a growing interaction between current research in probability theory and problems in stochastic systems. The objective of Stochastics is to encourage this trend, promoting an awareness of the latest theoretical developments on the one hand and of mathematical problems arising in applications on the other.