An exponential integrator scheme for time discretization of nonlinear stochastic wave equation

DOI10.1007/S10915-014-9931-0zbMath1322.65022arXiv1312.5185OpenAlexW1983214260MaRDI QIDQ493286

Xiao-Jie Wang

Publication date: 3 September 2015

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.5185

zbMATH Keywords

strong convergenceweak convergencesemi-discretizationmultiplicative noisenonlinear stochastic wave equationexponential integrator scheme

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to equations with nonlinear operators (65J15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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