首页 | 本学科首页   官方微博 | 高级检索  
     


Weak Convergence of Finite Element Method for Stochastic Elastic Equation Driven By Additive Noise
Authors:Ruisheng Qi  Xiaoyuan Yang
Affiliation:1. Department of Mathematics, LMIB of the Ministry of Education, Beihang University, Beijing, 100191, China
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 $C^0$ or $C^1$ 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.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号