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- Anton, RikardUmeå universitet,Institutionen för matematik och matematisk statistik (author)
Full discretization of semilinear stochastic wave equations driven by multiplicative noise
- Article/chapterEnglish2016
Publisher, publication year, extent ...
- 2016
- printrdacarrier
Numbers
- LIBRIS-ID:oai:DiVA.org:umu-121620
- https://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-121620URI
- https://doi.org/10.1137/15M101049XDOI
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- Language:English
- Summary in:English
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Notes
- 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.
Subject headings and genre
- NATURVETENSKAP Matematik Sannolikhetsteori och statistik hsv//swe
- NATURAL SCIENCES Mathematics Probability Theory and Statistics hsv//eng
- semilinear stochastic wave equation
- multiplicative noise
- strong convergence
- trace formula
- stochastic trigonometric methods
- geometric numerical integration
Added entries (persons, corporate bodies, meetings, titles ...)
- Cohen, DavidUmeå universitet,Institutionen för matematik och matematisk statistik,Univ Innsbruck, Dept Math, Innsbruck, Austria(Swepub:umu)daco0016 (author)
- Larsson, Stig (author)
- Wang, Xiaojie (author)
- Umeå universitetInstitutionen för matematik och matematisk statistik (creator_code:org_t)
Related titles
- In:SIAM Journal on Numerical Analysis54:2, s. 1093-11190036-14291095-7170
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