TY - JOUR
T1 - Difference Approximation of Stochastic Elastic Equation Driven by Infinite Dimensional Noise
JO - Numerical Mathematics: Theory, Methods and Applications
VL - 1
SP - 123
EP - 146
PY - 2016
DA - 2016/09
SN - 9
DO - http://doi.org/10.4208/nmtma.2015.y14002
UR - https://global-sci.org/intro/article_detail/nmtma/12370.html
KW - 
AB - <p style="text-align: justify;">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.</p>