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math.NA2025
Surface finite element approximation of parabolic SPDEs with Whittle--Matérn noise
Øyvind Stormark Auestad, Geir-Arne Fuglstad, Annika Lang
We propose and analyse a new type of fully discrete surface finite element approximation of a class of linear parabolic stochastic evolution equations with additive noise. Our disc…
math.NA2023
Localized orthogonal decomposition for a multiscale parabolic stochastic partial differential equation
Annika Lang, Per Ljung, Axel Målqvist
A multiscale method is proposed for a parabolic stochastic partial differential equation with additive noise and highly oscillatory diffusion. The framework is based on the localiz…