{
  "id": "1812.02225",
  "version": "v1",
  "published": "2018-12-05T21:02:23.000Z",
  "updated": "2018-12-05T21:02:23.000Z",
  "title": "Accelerated finite elements schemes for parabolic stochastic partial differential equations",
  "authors": [
    "István Gyöngy",
    "Annie Millet"
  ],
  "comment": "1 figure",
  "categories": [
    "math.PR"
  ],
  "abstract": "For a class of finite elements approximations for linear stochastic parabolic PDEs it is proved that one can accelerate the rate of convergence by Richardson extrapolation. More precisely, by taking appropriate mixtures of finite elements approximations one can accelerate the convergence to any given speed provided the coefficients, the initial and free data are sufficiently smooth.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-12-05T21:02:23.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H15",
      "65M60",
      "65M15",
      "65B05"
    ],
    "keywords": [
      "parabolic stochastic partial differential equations",
      "accelerated finite elements schemes",
      "finite elements approximations",
      "linear stochastic parabolic pdes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}