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Space-time approximation of stochastic \(p\)-Laplace-type systems. (English) Zbl 1496.65156

Summary: We consider systems of stochastic evolutionary equations of \(p\)-Laplace type. We establish convergence rates for a finite-element-based space-time approximation, where the error is measured in a suitable quasi-norm. Under natural regularity assumptions on the solution, our main result provides linear convergence in space and convergence of order (almost) 1/2 in time. The key ingredient of our analysis is a random time-grid, which allows us to compensate for the lack of time regularity. Our theoretical results are confirmed by numerical experiments.

MSC:

65M60 Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs
65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65N30 Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
65N15 Error bounds for boundary value problems involving PDEs
65N12 Stability and convergence of numerical methods for boundary value problems involving PDEs
35K55 Nonlinear parabolic equations
35K65 Degenerate parabolic equations
35K92 Quasilinear parabolic equations with \(p\)-Laplacian
35A01 Existence problems for PDEs: global existence, local existence, non-existence
35A02 Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness
60H15 Stochastic partial differential equations (aspects of stochastic analysis)

Software:

CVX; Mosek

References:

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