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Full Discretization...
Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise
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- Anton, R. (författare)
- Umeå universitet,Umeå University
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- Cohen, David, 1977 (författare)
- Umeå universitet,Umeå University,University of Innsbruck
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- Larsson, Stig, 1952 (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper, matematik,Department of Mathematical Sciences, Mathematics,Chalmers tekniska högskola,Chalmers University of Technology,University of Gothenburg
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- Wang, X. J. (författare)
- Central South University
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(creator_code:org_t)
- Society for Industrial & Applied Mathematics (SIAM), 2016
- 2016
- Engelska.
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Ingår i: Siam Journal on Numerical Analysis. - : Society for Industrial & Applied Mathematics (SIAM). - 0036-1429 .- 1095-7170. ; 54:2, s. 1093-1119
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Abstract
Ämnesord
Stäng
- A fully discrete approximation of the semilinear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space, and a stochastic trigonometric method is used for the temporal approximation. This explicit time integrator allows for mean-square error bounds independent of the space discretization and thus does not suffer from a step size restriction as in the often used Stormer-Verlet leapfrog scheme. Furthermore, it satisfies an almost trace formula (i.e., a linear drift of the expected value of the energy of the problem). Numerical experiments are presented and confirm the theoretical results.
Ämnesord
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
Nyckelord
- semilinear stochastic wave equation
- multiplicative noise
- strong convergence
- trace formula
- stochastic trigonometric methods
- geometric numerical integration
- partial-differential-equations
- finite-element methods
- additive noise
- approximation
- approximation
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- ref (ämneskategori)
- art (ämneskategori)
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