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.
Type de document :
Pré-publication, Document de travail
Support financier des Universités Paris 1 Panthéon Sorbonne, the Edinburgh Mathematical Society a.. 2018
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https://hal.archives-ouvertes.fr/hal-01948593
Contributeur : Annie Millet <>
Soumis le : vendredi 7 décembre 2018 - 19:03:31
Dernière modification le : vendredi 4 janvier 2019 - 17:33:38

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Istvan Gyöngy, Annie Millet. Accelerated finite elements schemes for parabolic stochastic partial differential equations. Support financier des Universités Paris 1 Panthéon Sorbonne, the Edinburgh Mathematical Society a.. 2018. 〈hal-01948593〉

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