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

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arxiv 2204.08929 v1 pith:LDAYFXHU submitted 2022-04-19 math.NA cs.NA

classification math.NAcs.NA
keywords convergencelaplacespace-timestochasticsystemadditionallyalgorithmanalysis
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abstract

We study the stochastic $p$-Laplace system in a bounded domain. We propose two new space-time discretizations based on the approximation of time-averaged values. We establish linear convergence in space and $1/2$ convergence in time. Additionally, we provide a sampling algorithm to construct the necessary random input in an efficient way. The theoretical error analysis is complemented by numerical experiments.

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