id: 06104704
dt: j
an: 06104704
au: Barth, Andrea; Lang, Annika
ti: Simulation of stochastic partial differential equations using finite
    element methods.
so: Stochastics 84, No. 2-3, 217-231 (2012).
py: 2012
pu: Taylor \& Francis, Abingdon
la: EN
cc: 
ut: finite element method; stochastic partial differential equation; Lévy
    process; Galerkin’s method
ci: 
li: doi:10.1080/17442508.2010.523466
ab: Summary: These notes describe numerical issues that may arise when
    implementing a simulation method for a stochastic partial differential
    equation (SPDE). It is shown that an additional approximation of the
    noise does not necessarily affect the order of convergence of a
    discretization method for a SPDE driven by Lévy noise. Furthermore,
    finite element methods are explicitly given and simulations are done.
    In statistical tests, it is shown that the simulations obey the
    theoretical orders of convergence.
rv: