Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation (Q6049277): Difference between revisions

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scientific article; zbMATH DE number 7750630

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English	Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation	scientific article; zbMATH DE number 7750630

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scholarly article

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title

Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation (English)

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Journal of Computational and Applied Mathematics

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publication date

17 October 2023

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zbMATH Keywords

Wong-Zakai approximation

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exponential Euler scheme

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exponential trapezoidal scheme

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spectral Galerkin method

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strong convergence

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space-time

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white noise

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.cam.2023.115459

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cites work

Stochastic Differential Equations in Infinite Dimensions

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Stochastic partial differential equations. A modeling, white noise functional approach

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Stochastic partial differential equations: an introduction

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Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations

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Spectral Galerkin method for stochastic wave equations driven by space-time white noise

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Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise

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Q3747436

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Stochastic partial differential equations and filtering of diffusion processes

0 references

A concise course on stochastic partial differential equations

0 references

Q3997285

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Ergodicity for Infinite Dimensional Systems

0 references

Stochastic Equations in Infinite Dimensions

0 references

On the strongly damped wave equation

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On inverse initial value problems for the stochastic strongly damped wave equation

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Smooth attractors for strongly damped wave equations

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Existence of solutions to strongly damped quasilinear wave equations

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Maximum-norm estimates for finite-element methods for a strongly damped wave equation

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Existence and Asymptotic Behavior for a Strongly Damped Nonlinear Wave Equation

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RANDOM ATTRACTORS FOR DAMPED STOCHASTIC WAVE EQUATIONS WITH MULTIPLICATIVE NOISE

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Finite fractal dimension of random attractor for stochastic non-autonomous strongly damped wave equation

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Random attractor of the stochastic strongly damped wave equation

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Random Attractor for Damped Nonlinear Wave Equations with White Noise

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Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise

0 references

An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise

0 references

On the Convergence of Ordinary Integrals to Stochastic Integrals

0 references

Wong-Zakai approximations for stochastic differential equations

0 references

Gaussian approximations of Brownian motion in a stochastic integral

0 references

On the relation between the Stratonovich and Ogawa integrals

0 references

On the gap between deterministic and stochastic ordinary differential equations

0 references

Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion

0 references

Galerkin Finite Element Approximations for Stochastic Space-Time Fractional Wave Equations

0 references

Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise

0 references

Strong 1.5 order scheme for second-order stochastic differential equations without Levy area

0 references

Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises

0 references

Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise

0 references

Numerical methods for stochastic partial differential equations with white noise

0 references

Generalized Runge-Kutta Processes for Stable Systems with Large Lipschitz Constants

0 references

Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise

0 references

Error estimates of finite element method for semilinear stochastic strongly damped wave equation

0 references

Finite-Element Methods for a Strongly Damped Wave Equation

0 references

On the Schrödinger equation and the eigenvalue problem

0 references

Numerical simulation of two-dimensional sine-Gordon solitons via a split cosine scheme

0 references

Lattice Boltzmann Model for Time-Fractional Nonlinear Wave Equations

0 references

Identifiers

zbMATH Open document ID

1526.65048

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DOI

10.1016/j.cam.2023.115459

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6049277

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2023.115459
+Normal rank
@@ Property / OpenAlex ID @@
+W4384927197
@@ Property / OpenAlex ID: W4384927197 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations in Infinite Dimensions
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential equations. A modeling, white noise functional approach
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential equations: an introduction
+Normal rank
@@ Property / cites work @@
+Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Spectral Galerkin method for stochastic wave equations driven by space-time white noise
+Normal rank
@@ Property / cites work @@
+Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Q3747436
@@ Property / cites work: Q3747436 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential equations and filtering of diffusion processes
+Normal rank
@@ Property / cites work @@
+A concise course on stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Q3997285
@@ Property / cites work: Q3997285 / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity for Infinite Dimensional Systems
@@ Property / cites work: Ergodicity for Infinite Dimensional Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+On the strongly damped wave equation
@@ Property / cites work: On the strongly damped wave equation / rank @@
+Normal rank
@@ Property / cites work @@
+On inverse initial value problems for the stochastic strongly damped wave equation
+Normal rank
@@ Property / cites work @@
+Smooth attractors for strongly damped wave equations
+Normal rank
@@ Property / cites work @@
+Existence of solutions to strongly damped quasilinear wave equations
+Normal rank
@@ Property / cites work @@
+Maximum-norm estimates for finite-element methods for a strongly damped wave equation
+Normal rank
@@ Property / cites work @@
+Existence and Asymptotic Behavior for a Strongly Damped Nonlinear Wave Equation
+Normal rank
@@ Property / cites work @@
+RANDOM ATTRACTORS FOR DAMPED STOCHASTIC WAVE EQUATIONS WITH MULTIPLICATIVE NOISE
+Normal rank
@@ Property / cites work @@
+Finite fractal dimension of random attractor for stochastic non-autonomous strongly damped wave equation
+Normal rank
@@ Property / cites work @@
+Random attractor of the stochastic strongly damped wave equation
+Normal rank
@@ Property / cites work @@
+Random Attractor for Damped Nonlinear Wave Equations with White Noise
+Normal rank
@@ Property / cites work @@
+Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise
+Normal rank
@@ Property / cites work @@
+An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise
+Normal rank
@@ Property / cites work @@
+On the Convergence of Ordinary Integrals to Stochastic Integrals
+Normal rank
@@ Property / cites work @@
+Wong-Zakai approximations for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Gaussian approximations of Brownian motion in a stochastic integral
+Normal rank
@@ Property / cites work @@
+On the relation between the Stratonovich and Ogawa integrals
+Normal rank
@@ Property / cites work @@
+On the gap between deterministic and stochastic ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Galerkin Finite Element Approximations for Stochastic Space-Time Fractional Wave Equations
+Normal rank
@@ Property / cites work @@
+Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
+Normal rank
@@ Property / cites work @@
+Strong 1.5 order scheme for second-order stochastic differential equations without Levy area
+Normal rank
@@ Property / cites work @@
+Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
+Normal rank
@@ Property / cites work @@
+Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Numerical methods for stochastic partial differential equations with white noise
+Normal rank
@@ Property / cites work @@
+Generalized Runge-Kutta Processes for Stable Systems with Large Lipschitz Constants
+Normal rank
@@ Property / cites work @@
+Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
+Normal rank
@@ Property / cites work @@
+Error estimates of finite element method for semilinear stochastic strongly damped wave equation
+Normal rank
@@ Property / cites work @@
+Finite-Element Methods for a Strongly Damped Wave Equation
+Normal rank
@@ Property / cites work @@
+On the Schrödinger equation and the eigenvalue problem
+Normal rank
@@ Property / cites work @@
+Numerical simulation of two-dimensional sine-Gordon solitons via a split cosine scheme
+Normal rank
@@ Property / cites work @@
+Lattice Boltzmann Model for Time-Fractional Nonlinear Wave Equations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6049277