- Date : 17 Feb. (Mon)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30 – 18:00
- Speaker: Annie Millet (Université Paris I）
- Title: On the Richardson acceleration of finite elements schemes for parabolic SPDEs
- Abstract: We consider some finite elements approximations $u^h$ of the solution u to a semilinear parabolic SPDE whose coefficients satisfy the classical stochastic parabolicity condition, and h>0 is a scaling factor.
We obtain an approximation of $u^h-u$ which is polynomial in h.
This yields the corresponding Richardson acceleration method for such finite element approximations of $u$ by $u^h$ given any prescribed speed.
This joint work with I. Gyöngy extends previous results proved by I. Gyöngy and N. Krylov (2010).
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