A Priori Error Estimates for Finite Element Approximations of Parabolic Stochastic Partial Differential Equations with Generalized Random Variables

We consider finite element approximations of parabolic stochastic partial differential equations (SPDEs) in conjunction with the -weighted temporal discretization scheme. We study the stability of the numerical scheme and provide a priori error estimates, using a result of Galvis and Sarkis [Approximating infinity-dimensional stochastic Darcy's equations without uniform ellipticity, SIAM J. Numer. Anal. 47(5) (2009), pp. 3624–3651] on elliptic SPDEs.