Strong convergence of fem

Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise

FREE-DOWNLOAD [PDF] M Kovács, S Larsson… – Numerical Algorithms, 2010 –
Abstract We consider a semilinear parabolic PDE driven by additive noise. The equation is discretized
in space by a standard piecewise linear finite element method. We show that the orthogonal
expansion of the finite- dimensional Wiener process, that appears in the discretized