Abstract

The aim of this paper is to study the numerical solution of partial differential equations with boundary forcing. For spatial discretization we apply the Galerkin method and for time discretization we will use a method based on the accelerated exponential Euler method. Our purpose is to investigate the convergence of the proposed method, but the main difficulty in carrying out this construction is that at the forced boundary the solution is expected to be unbounded. Therefore the error estimates are performed in the \begin{document}$ L_p $\end{document} spaces.

Highlights

  • This work was intended as an attempt to motivate numerical solution of partial differential equations with stochastic Neumann boundary conditions

  • In some applications such as chemical reactor theory [14], colloid and interface chemistry [21] the noise has an impact on the bulk and on the boundary. This leads to quite different interesting dynamical effects that are not yet studied with rigorous analytic methods

  • In recent years many papers addressed the questions of PDEs with boundary forcing

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Summary

Introduction

This work was intended as an attempt to motivate numerical solution of partial differential equations with stochastic Neumann boundary conditions. Many phenomena in science and engineering that may have been modeled by deterministic partial differential equations have some uncertainty, due to existence of different stochastic perturbations In some applications such as chemical reactor theory [14], colloid and interface chemistry [21] the noise has an impact on the bulk and on the boundary. In [4], Brzeniak, Goldys, Peszat, and Russo provided the analysis of elliptic and parabolic boundary value problems on bounded and unbounded domains with smooth boundary and with random Dirichlet boundary conditions This is significantly different from the case of noise in Neumann boundary conditions that we will. Where H2(G) is the standard-Sobolev space such that derivatives up to order 2 are in L2(G) and ∂νu|∂G is the normal derivative of u on ∂G

Moreover let
For the nonlinearity F we suppose
Neumann map
Zt with
Choose q
Therefore we conclude
We define the mappings
Let p
Let l
Vt p Lp
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