Strong convergence of linear implicit virtual element methods for the nonlinear stochastic parabolic equation with multiplicative noise
摘要
In this paper, we propose and analyze two novel fully discrete schemes for solving nonlinear stochastic parabolic equation with multiplicative noise. The conforming virtual element method is used for the spatial direction, and the semi-implicit Euler-Maruyama and two-step backward differentiation formula (BDF2)-Maruyama methods are used for the temporal direction, respectively. The proposed schemes offer flexibility in mesh processing and are capable of using general polygonal meshes. Additionally, both schemes are linear implicit methods that only require solving a linear system at each time step, significantly improving computational efficiency. We prove the mean-square stability of the two fully discrete schemes and derive strong approximation errors with optimal convergence rates in both time and space. As far as we know, this is the first attempt to solve time-dependent stochastic partial differential equations using the virtual element method. Finally, some numerical results are presented to validate the theoretical results and to demonstrate the efficiency of the numerical methods.