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Accelerated finite elements schemes for parabolic stochastic partial differential equations

Abstract : For a class of finite elements approximations for linear stochastic parabolic PDEs it is proved that one can accelerate the rate of convergence by Richardson extrapo-lation. More precisely, by taking appropriate mixtures of finite elements approximations one can accelerate the convergence to any given speed provided the coefficients, the initial and free data are sufficiently smooth.
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https://hal.archives-ouvertes.fr/hal-01948593
Contributor : Annie Millet <>
Submitted on : Wednesday, October 23, 2019 - 6:58:19 PM
Last modification on : Friday, April 10, 2020 - 5:13:35 PM
Document(s) archivé(s) le : Friday, January 24, 2020 - 8:48:36 PM

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  • HAL Id : hal-01948593, version 2
  • ARXIV : 1812.02225

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Istvan Gyöngy, Annie Millet. Accelerated finite elements schemes for parabolic stochastic partial differential equations. Stochastics and Partial Differential Equations: Analysis and Computations, Springer US, In press. ⟨hal-01948593v2⟩

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