Analysis and discretization of semi-linear stochastic wave equations with cubic nonlinearity and additive space-time noise (Q947037)

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Analysis and discretization of semi-linear stochastic wave equations with cubic nonlinearity and additive space-time noise
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    Analysis and discretization of semi-linear stochastic wave equations with cubic nonlinearity and additive space-time noise (English)
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    29 September 2008
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    One-dimensional wave equations with cubic power law perturbed by \(Q\)-regular additive space-time random noise are considered. These models describe the displacement of nonlinear strings excited by state-independent random forces. The presented analysis is based on the representation of its solution in form of Fourier-series expansions along the eigenfunctions of the Laplace operator with continuous, Markovian, unique Fourier coefficients (the so-called commutative case). The author discusses existence and uniqueness of Fourier solutions using energy-type methods based on the construction of Lyapunov-functions. Appropriate truncations and finite-dimensional approximations are presented while exploiting the explicit knowledge of eigenfunctions of related second-order differential operators. Moreover, some nonstandard partial-implicit difference methods for their numerical integration are suggested in order to control its energy functional in a dynamically consistent fashion. The generalized energy \(\varepsilon\) (sum of kinetic, potential and damping energy) is governed by \(\mathbb{E}(\varepsilon(t))= \mathbb{R}[\varepsilon(0)]+ b^2\text{\,trace}(Q)t/2\) in time \(t\geq 0\), where \(b\) is the scalar intensity of noise and \(Q\) its covariance operator.
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