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An averaged space-time discretization of the stochastic p-Laplace system

Jörn Wichmann

Dienstag, 7. Februar 2023 14:15Uhr

Abstract: In this talk we discuss the stochastic p-Laplace system. In general non-linear as well as stochastic equations have limited regularization properties. Thus, the solution does not enjoy arbitrary high regularity. This leads to difficulties in the numerical approximation. We propose a new numerical scheme based on the approximation of time averaged values of the (unknown) solution. Additionally, we provide a sampling algorithm to approximate the stochastic input. We verify optimal convergence of rate 1/2 in time and 1 in space. This is a joint work with Lars Diening (Bielefeld) and Martina Hofmanová (Bielefeld).