Error estimates of finite element methods for nonlinear fractional stochastic differential equations

被引：7
|
作者：
Zhang, Yanpeng [1 ,2 ]
Yang, Xiaoyuan [1 ,2 ]
Li, Xiaocui [3 ]
机构：
[1] Beihang Univ, LMIB, Beijing, Peoples R China
[2] Beihang Univ, Sch Math & Syst Sci, Beijing, Peoples R China
[3] Beijing Univ Chem Technol, Sch Sci, Beijing, Peoples R China
来源：
ADVANCES IN DIFFERENCE EQUATIONS | 2018年
基金：
中国国家自然科学基金;
关键词：
Nonlinear fractional stochastic differential equations; Finite element method; Error estimates; Strong convergence; Initial value problem; RANDOM-WALK; CONTROLLABILITY; INCLUSIONS; EXISTENCE;
D O I：
10.1186/s13662-018-1665-0
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we consider the Galerkin finite element approximations of the initial value problem for the nonlinear fractional stochastic partial differential equations with multiplicative noise. We study a spatial semidiscrete scheme with the standard Galerkin finite element method and a fully discrete scheme based on the Goreno-Mainardi-Moretti-Paradisi (GMMP) scheme. We establish strong convergence error estimates for both semidiscrete and fully discrete schemes.
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页数：20
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