@Article{NMTMA-9-123, author = {Yinghan Zhang, Xiaoyuan Yang and Ruisheng Qi}, title = {Difference Approximation of Stochastic Elastic Equation Driven by Infinite Dimensional Noise}, journal = {Numerical Mathematics: Theory, Methods and Applications}, year = {2016}, volume = {9}, number = {1}, pages = {123--146}, abstract = {
An explicit difference scheme is described, analyzed and tested for numerically approximating stochastic elastic equation driven by infinite dimensional noise. The noise processes are approximated by piecewise constant random processes and the integral formula of the stochastic elastic equation is approximated by a truncated series. Error analysis of the numerical method yields estimate of convergence rate. The rate of convergence is demonstrated with numerical experiments.
}, issn = {2079-7338}, doi = {https://doi.org/10.4208/nmtma.2015.y14002}, url = {http://global-sci.org/intro/article_detail/nmtma/12370.html} }