Accelerated finite elements schemes for parabolic stochastic partial differential equations

Abstract

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 extrapolation. 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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References in corpus (2)

• Multilevel Richardson-Romberg extrapolation
• Localization errors in solving stochastic partial differential equations in the whole space

Cited by in corpus (1)

• Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations