کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
8900897 | 1631724 | 2018 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In this paper, we investigate the mean square error of numerical methods for SPDEs driven by Gaussian and non-Gaussian noises. The Gaussian noise considered here is a Hilbert space valued Q-Wiener process and the non-Gaussian noise is defined through compensated Poisson random measure associated to a Lévy process. As the models consider the influences of Gaussian and non-Gaussian noises simultaneously, this makes the models more realistic when the models are also influenced by some randomly abrupt factors, but more complicated. As a consequence, the numerical analysis of the problems becomes more involved. We first study the regularity for the mild solution. Next, we propose a semidiscrete finite element scheme in space and a fully discrete linear implicit Euler scheme for the SPDEs, and rigorously obtain their error estimates. Both the regularity results of the mild solution and error estimates obtained in the paper are novel.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 332, 1 September 2018, Pages 58-75
Journal: Applied Mathematics and Computation - Volume 332, 1 September 2018, Pages 58-75
نویسندگان
Xu Yang, Weidong Zhao,