@article{Qi2022, 
author = {Xiao Qi and Mejdi Azaiez and Can Huang and Chuanju Xu},
title = {An efficient numerical approach for stochastic evolution PDEs driven by random diffusion coefficients and multiplicative noise},
year = {2022},
journal = {AIMS Mathematics},
volume = {7},
number = {12},
pages = {20684-20710},
keywords = {SEEs, random coefficient, Q-Wiener multiplicative noise, strong convergence},
url = {https://www.sciopen.com/article/10.3934/math.20221134},
doi = {10.3934/math.20221134},
abstract = {In this paper, we investigate the stochastic evolution equations (SEEs) driven by a bounded  log-Whittle-Mat e´rn (W-M) random diffusion coefficient field and  Q-Wiener multiplicative force noise. First, the well-posedness of the underlying equations is established by proving the existence, uniqueness, and stability of the mild solution. A sampling approach called approximation circulant embedding with padding is proposed to sample the random coefficient field. Then a spatio-temporal discretization method based on semi-implicit Euler-Maruyama scheme and finite element method is constructed and analyzed. An estimate for the strong convergence rate is derived. Numerical experiments are finally reported to confirm the theoretical result.}
}