Skip to main content

Optimal Strong Error Estimates for Galerkin Finite Element Methods

  • Chapter
  • First Online:
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 2093))

  • 1816 Accesses

Abstract

This chapter contains our analysis of the strong error of convergence for Galerkin finite element approximation of stochastic evolution equation and is a slightly modified version of Kruse (IMA J. Numer. Anal., 2013). Our two main results in Sects. 3.4 and 3.6 are concerned with the error of the spatially semidiscrete approximation and of the spatio-temporal discretization of the mild solution.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 29.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 37.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. A. Barth, A. Lang, Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises. Appl. Math. Optim. 66(3), 387–413 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  2. W.-J. Beyn, R. Kruse, Two-sided error estimates for the stochastic theta method. Discrete Contin. Dyn. Syst. Ser. B 14(2), 389–407 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  3. S.C. Brenner, L.R. Scott, The Mathematical Theory of Finite Element Methods, 3rd edn. Texts in Applied Mathematics, vol. 15 (Springer, New York, 2008)

    Google Scholar 

  4. C. Carstensen, Merging the Bramble-Pasciak-Steinbach and the Crouzeix-Thomée criterion for H 1-stability of the L 2-projection onto finite element spaces. Math. Comput. 71(237), 157–163 (electronic) (2002)

    Google Scholar 

  5. C. Carstensen, An adaptive mesh-refining algorithm allowing for an H 1 stable L 2 projection onto Courant finite element spaces. Constr. Approx. 20(4), 549–564 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  6. K. Chrysafinos, L.S. Hou, Error estimates for semidiscrete finite element approximations of linear and semilinear parabolic equations under minimal regularity assumptions. SIAM J. Numer. Anal. 40(1), 282–306 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  7. J.M.C. Clark, R.J. Cameron, The maximum rate of convergence of discrete approximations for stochastic differential equations, in Stochastic Differential Systems (Proc. IFIP-WG 7/1 Working Conf., Vilnius, 1978). Lecture Notes in Control and Information Sciences, vol. 25 (Springer, Berlin, 1980), pp. 162–171

    Google Scholar 

  8. M. Crouzeix, V. Thomée, The stability in L p and \(W_{p}^{1}\) of the L 2-projection onto finite element function spaces. Math. Comput. 48(178), 521–532 (1987)

    MATH  Google Scholar 

  9. G. Da Prato, A. Jentzen, M. Röckner, A mild Itô formula for SPDEs (2011). Preprint [arXiv:1009.3526v3]

    Google Scholar 

  10. J.S. Hesthaven, S. Gottlieb, D. Gottlieb, in Spectral Methods for Time-Dependent Problems. Cambridge Monographs on Applied and Computational Mathematics, vol. 21 (Cambridge University Press, Cambridge, 2007)

    Google Scholar 

  11. A. Jentzen, M. Röckner, A Milstein scheme for SPDEs (2012). Preprint [arXiv:1001.2751v4]

    Google Scholar 

  12. R. Kruse, Characterization of bistability for stochastic multistep methods. BIT Numer. Math. 52(1), 109–140 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  13. R. Kruse, Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE (2013). ArXiv Preprint [arXiv:1307.4120v1] (submitted)

    Google Scholar 

  14. R. Kruse, Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise. IMA J. Numer. Anal. (2013) (Online First)

    Google Scholar 

  15. A. Lang, P.-L. Chow, J. Potthoff, Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type. Stochastics 82(3), 315–326 (2010)

    MathSciNet  MATH  Google Scholar 

  16. S. Larsson, Semilinear parabolic partial differential equations: Theory, approximation, and application, in New Trends in the Mathematical and Computer Sciences. Publ. ICMCS, vol. 3 (Int. Cent. Math. Comp. Sci. (ICMCS), Lagos, 2006), pp. 153–194

    Google Scholar 

  17. S. Larsson, V. Thomée, Partial Differential Equations with Numerical Methods. Texts in Applied Mathematics, vol. 45 (Springer, Berlin, 2003)

    Google Scholar 

  18. V. Thomée, Galerkin Finite Element Methods for Parabolic Problems, 2nd edn. Springer Series in Computational Mathematics, vol. 25 (Springer, Berlin, 2006)

    Google Scholar 

  19. Y. Yan, Galerkin finite element methods for stochastic parabolic partial differential equations. SIAM J. Numer. Anal. 43(4), 1363–1384 (2005)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2014 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Kruse, R. (2014). Optimal Strong Error Estimates for Galerkin Finite Element Methods. In: Strong and Weak Approximation of Semilinear Stochastic Evolution Equations. Lecture Notes in Mathematics, vol 2093. Springer, Cham. https://doi.org/10.1007/978-3-319-02231-4_3

Download citation

Publish with us

Policies and ethics