Full‐discrete finite element method for the stochastic elastic equation driven by additive noise |
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Authors: | Ruisheng Qi Xiaoyuan Yang Yinghan Zhang |
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Institution: | Department of Mathematics, Beihang University, LMIB of the Ministry of Education, Beijing 100191, China |
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Abstract: | We study the full‐discrete finite element method for the stochastic elastic equation driven by additive noise. To analyze the error estimates, we write the stochastic elastic equation as an abstract stochastic equation. Strong convergence estimates in the root mean square L2 ‐norm are obtained by using the error estimates for the deterministic problem and the semigroup theory. Numerical experiments are carried out to verify the theoretical results. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013 |
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Keywords: | stochastic elastic equation white noise Wiener process |
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