Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
470944 | Computers & Mathematics with Applications | 2015 | 11 Pages |
Abstract
We investigate the strong convergence of a full discretization for the stochastic elastic equation driven by multiplicative noise. Finite element method is used for the spatial approximation and an exponential integrator scheme is proposed for the temporal discretization. We show that the fully discrete scheme strongly converges to the mild solution of the continuous problem, with precise convergence rates given. As shown in our result, the exponential integrator scheme achieves a higher strong convergence rate than the backward Euler method does in the literature.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Fengze Jiang, Chengming Huang, Xiaojie Wang,