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A fully discrete ap...
A fully discrete approximation of the one-dimensional stochastic wave equation
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- Cohen, David (författare)
- Umeå universitet,Institutionen för matematik och matematisk statistik,Umeå University
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- Quer-Sardanyons, Lluís (författare)
- Universitat Autònoma de Barcelona,Universitat Autonoma de Barcelona (UAB)
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(creator_code:org_t)
- 2015-03-11
- 2016
- Engelska.
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Ingår i: IMA Journal of Numerical Analysis. - : Oxford University Press. - 0272-4979 .- 1464-3642. ; 36:1, s. 400-420
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Abstract
Ämnesord
Stäng
- A fully discrete approximation of one-dimensional nonlinear stochastic wave equations driven by multiplicative noise is presented. A standard finite difference approximation is used in space and a stochastic trigonometric method is used for the temporal approximation. This explicit time integrator allows for error bounds in Lp(Ω)" style="position: relative;" tabindex="0" id="MathJax-Element-1-Frame" class="MathJax">Lp(Ω), uniformly in time and space, in such a way that the time discretization does not suffer from any kind of CFL-type step-size restriction. Moreover, uniform almost sure convergence of the numerical solution is also proved. Numerical experiments are presented and confirm the theoretical results.
Ämnesord
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
Nyckelord
- nonlinear stochastic wave equation
- multiplicative noise
- strong convergence
- finite differences
- ochastic trigonometric methods
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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