Accelerated finite elements schemes for parabolic stochastic partial differential equations

被引：1

作者：

Gyongy, Istvan ^{[1
,2
]}

Millet, Annie ^{[3
,4
]}

机构：

[1] Univ Edinburgh, Maxwell Inst, Kings Bldg, Edinburgh EH9 3JZ, Midlothian, Scotland

[2] Univ Edinburgh, Sch Math, Kings Bldg, Edinburgh EH9 3JZ, Midlothian, Scotland

[3] Univ Paris 1 Pantheon Sorbonne, SAMM EA 4543, 90 Rue Tolbiac, F-75634 Paris, France

[4] LPSM, UMR 8001, Paris, France

来源：

STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS | 2020年 / 8卷 / 03期

关键词：

Stochastic parabolic equations; Richardson extrapolation; Finite elements; RICHARDSON EXTRAPOLATION; SPATIAL APPROXIMATIONS; NUMERICAL SCHEMES; CONVERGENCE; EXPANSION; ERROR; ORDER;

D O I：

10.1007/s40072-019-00154-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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 extrapolation. 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.

引用

页码：580 / 624

页数：45

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