2024 : 4 : 29
Fardin Saedpanah

Fardin Saedpanah

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId: 36573968400
Faculty: Faculty of Science
Address:
Phone:

Research

Title
Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise
Type
JournalPaper
Keywords
finite element method - stochastic wave equation - additive noise - Wiener process - stability - a priori error estimate - strong convergence
Year
2010
Journal SIAM JOURNAL ON NUMERICAL ANALYSIS
DOI
Researchers kovacs mihaly ، stig larsson ، Fardin Saedpanah

Abstract

Semidiscrete finite element approximation of the linear stochastic wave equation (LSWE) with additive noise is studied in a semigroup framework. Optimal error estimates for the deterministic problem are obtained under minimal regularity assumptions. These are used to prove strong convergence estimates for the stochastic problem. The theory presented here applies to multidimensional domains and spatially correlated noise. Numerical examples illustrate the theory