CAM Seminar—Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise
Speaker:Jilu Wang (Beijing Computational Science Research Center)
Time:2019-10-24 15:00-16:00
Venue:Room 1418, Sciences Building No. 1
Abstract: In this work, we consider the convergence rates of numerical methods for solving a stochastic partial integro-differential equation in a convex polygon/polyhedron. For this model, both the time-fractional derivative and the stochastic process result in low regularity of the solution. Hence, the numerical approximation of such problems and the corresponding numerical analysis are very challenging.
In our work, the stochastic partial integro-differential equation is discretized by a backward Euler convolution quadrature in time with piecewise continuous linear finite element method in space for which a sharp-order convergence is established in multidimensional spatial domains with nonsmooth initial data. Numerical results are presented to illustrate the theoretical analysis.