Weak Convergence of Finite Element Method for Stochastic Elastic Equation Driven By Additive Noise

作者：Qi Ruisheng; Yang Xiaoyuan^*

来源：Journal of Scientific Computing, 2013, 56(3): 450-470.

DOI：10.1007/s10915-013-9683-2

• Stochastic elastic equation
• White noise
• Wiener process

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 or 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.

• 出版日期2013-9
• 单位北京航空航天大学