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.