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Error estimates of finite element methods for nonlinear fractional stochastic differential equations
oleh: Yanpeng Zhang, Xiaoyuan Yang, Xiaocui Li
| Format: | Article |
|---|---|
| Diterbitkan: | SpringerOpen 2018-06-01 |
Deskripsi
Abstract 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.