legendre spectral element and backward euler methods for solving a family of stochastic partial differential equations

In this paper, we use the spectral element method for solving the stochastic partial differential equation. for spatial discretization, we use the legendre spectral element method, and we obtain the semi-discrete form. to solve the problem, we need to obtain the complete discrete form and we use the backward euler method to this aim. the weiner process is approximated by fourier series and we obtain the fully discrete scheme of the problem. error and convergence analysis are presented and, with a numerical example, we demonstrate the efficiency of the proposed method.