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An efficient numerical approach for stochastic evolution PDEs driven by random diffusion coefficients and multiplicative noise
- Source :
- AIMS Mathematics, Vol 7, Iss 12, Pp 20684-20710 (2022)
- Publication Year :
- 2022
- Publisher :
- AIMS Press, 2022.
-
Abstract
- In this paper, we investigate the stochastic evolution equations (SEEs) driven by a bounded log-Whittle-Mate´rn (W-M) random diffusion coefficient field and Q-Wiener multiplicative force noise. First, the well-posedness of the underlying equations is established by proving the existence, uniqueness, and stability of the mild solution. A sampling approach called approximation circulant embedding with padding is proposed to sample the random coefficient field. Then a spatio-temporal discretization method based on semi-implicit Euler-Maruyama scheme and finite element method is constructed and analyzed. An estimate for the strong convergence rate is derived. Numerical experiments are finally reported to confirm the theoretical result.
Details
- Language :
- English
- ISSN :
- 20221134 and 24736988
- Volume :
- 7
- Issue :
- 12
- Database :
- Directory of Open Access Journals
- Journal :
- AIMS Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- edsdoj.f1583b26ac54175ba06053c3772227c
- Document Type :
- article
- Full Text :
- https://doi.org/10.3934/math.20221134?viewType=HTML