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Article Dans Une Revue Stochastics and Partial Differential Equations: Analysis and Computations Année : 2020

Accelerated finite elements schemes for parabolic stochastic partial differential equations

Résumé

For a class of finite elements approximations for linear stochastic parabolic PDEs it is proved that one can accelerate the rate of convergence by Richardson extrapo-lation. More precisely, by taking appropriate mixtures of finite elements approximations one can accelerate the convergence to any given speed provided the coefficients, the initial and free data are sufficiently smooth.
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Dates et versions

hal-01948593 , version 1 (07-12-2018)
hal-01948593 , version 2 (23-10-2019)

Identifiants

Citer

Istvan Gyöngy, Annie Millet. Accelerated finite elements schemes for parabolic stochastic partial differential equations. Stochastics and Partial Differential Equations: Analysis and Computations, 2020, 8, pp.580-624. ⟨10.1007/s40072-019-00154-6⟩. ⟨hal-01948593v2⟩
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