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

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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.

Keywords:

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

10.4208/eajam.290518.020219