A weak Galerkin method for nonlinear stochastic parabolic partial differential equations with additive noise

Abstract

In this paper, a weak Galerkin (WG for short) finite element method is used to approximate nonlinear stochastic parabolic partial differential equations with spatiotemporal additive noises. We set up a semi-discrete WG scheme for the stochastic equations, and derive the optimal order for error estimates in the sense of strong convergence.

Keywords

• weak galerkin finite element method
• lipschitz continuity
• nonlinear stochastic partial differential equation
• q-wiener process
• additive noise