Mostrar el registro sencillo del ítem
An efficient numerical approach for stochastic evolution PDEs driven by random diffusion coefficients and multiplicative noise
| dc.rights.license | open | en_US |
| dc.contributor.author | QI, Xiao | |
| hal.structure.identifier | Institut de Mécanique et d'Ingénierie [I2M] | |
| dc.contributor.author | AZAIEZ, Mejdi | |
| dc.contributor.author | HUANG, Can | |
| dc.contributor.author | XU, Chuanju | |
| dc.date.accessioned | 2023-01-30T08:53:46Z | |
| dc.date.available | 2023-01-30T08:53:46Z | |
| dc.date.issued | 2022-09-26 | |
| dc.identifier.issn | 2473-6988 | en_US |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/171817 | |
| dc.description.abstractEn | <abstract><p>In this paper, we investigate the stochastic evolution equations (SEEs) driven by a bounded $ \log $-Whittle-Mat$ \acute{{\mathrm{e}}} $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.</p></abstract> | |
| dc.language.iso | EN | en_US |
| dc.rights | Attribution 3.0 United States | * |
| dc.rights.uri | http://creativecommons.org/licenses/by/3.0/us/ | * |
| dc.subject.en | SEEs | |
| dc.subject.en | Random coefficient | |
| dc.subject.en | Q -Wiener multiplicative noise | |
| dc.subject.en | Strong convergence | |
| dc.title.en | An efficient numerical approach for stochastic evolution PDEs driven by random diffusion coefficients and multiplicative noise | |
| dc.type | Article de revue | en_US |
| dc.identifier.doi | 10.3934/math.20221134 | en_US |
| dc.subject.hal | Sciences de l'ingénieur [physics]/Matériaux | en_US |
| bordeaux.journal | AIMS Mathematics | en_US |
| bordeaux.page | 20684-20710 | en_US |
| bordeaux.volume | 7 | en_US |
| bordeaux.hal.laboratories | Institut de Mécanique et d’Ingénierie de Bordeaux (I2M) - UMR 5295 | en_US |
| bordeaux.issue | 12 | en_US |
| bordeaux.institution | Université de Bordeaux | en_US |
| bordeaux.institution | Bordeaux INP | en_US |
| bordeaux.institution | CNRS | en_US |
| bordeaux.institution | INRAE | en_US |
| bordeaux.institution | Arts et Métiers | en_US |
| bordeaux.peerReviewed | oui | en_US |
| bordeaux.inpress | non | en_US |
| hal.identifier | hal-03962943 | |
| hal.version | 2 | |
| hal.date.transferred | 2023-02-03T02:17:46Z | |
| hal.export | true | |
| dc.rights.cc | CC BY | en_US |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=AIMS%20Mathematics&rft.date=2022-09-26&rft.volume=7&rft.issue=12&rft.spage=20684-20710&rft.epage=20684-20710&rft.eissn=2473-6988&rft.issn=2473-6988&rft.au=QI,%20Xiao&AZAIEZ,%20Mejdi&HUANG,%20Can&XU,%20Chuanju&rft.genre=article |
