A Weak Galerkin Method with RT Elements for a Stochastic Parabolic Differential Equation

Authors

  • Hongze Zhu School of Mathematics, Jilin University, Changchun 130012, P.R. China.
  • Yongkui Zou School of Mathematics, Jilin University, Changchun 130012, P.R. China
  • Shimin Chai School of Mathematics, Jilin University, Changchun 130012, P.R. China.
  • Chenguang Zhou School of Mathematics, Jilin University, Changchun 130012, P.R. China.

DOI:

https://doi.org/10.4208/eajam.290518.020219

Keywords:

Weak Galerkin method, weak gradient, stochastic PDE, standard counterparts, Raviart-Thomas element.

Abstract

A weak Galerkin finite element method with Raviart-Thomas elements for a linear stochastic parabolic partial differential equation with space-time additive noise is studied and optimal strong convergence error estimates in $L$2-norm are obtained.

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Published

2019-10-09

Issue

Vol. 9 No. 4 (2019)

Section

Articles