Weak approximation of the stochastic wave equation

DOI10.1016/J.CAM.2010.03.026zbMath1208.65016OpenAlexW2077098629WikidataQ59225686 ScholiaQ59225686MaRDI QIDQ711221

Erika Hausenblas

Publication date: 25 October 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.03.026

zbMATH Keywords

space-time white noisestochastic wave equationleap-frog scheme

Mathematics Subject Classification ID

Wave equation (35L05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (24)

Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise ⋮ Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes ⋮ Finite element approximations of a class of nonlinear stochastic wave equations with multiplicative noise ⋮ Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion ⋮ Numerical approximation and simulation of the stochastic wave equation on the sphere ⋮ Weak convergence of finite element method for stochastic elastic equation driven by additive noise ⋮ Newton's method for nonlinear stochastic wave equations ⋮ Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise ⋮ Weak order for the discretization of the stochastic heat equation driven by impulsive noise ⋮ Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations ⋮ An exponential integrator scheme for time discretization of nonlinear stochastic wave equation ⋮ Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients ⋮ Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE ⋮ Numerical Analysis of the Midpoint Scheme for the Generalized Benjamin-Bona-Mahony Equation with White Noise Dispersion ⋮ Nonlinear stochastic evolution equations of second order with damping ⋮ Weak convergence for a spatial approximation of the nonlinear stochastic heat equation ⋮ Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients ⋮ Weak error analysis for semilinear stochastic Volterra equations with additive noise ⋮ On a Monte Carlo scheme for some linear stochastic partial differential equations ⋮ Leap-frog method for stochastic functional wave equations ⋮ Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise ⋮ A mild Itô formula for SPDEs ⋮ Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise ⋮ Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Weak and strong order of convergence of a semidiscrete scheme for the stochastic nonlinear Schrödinger equation
• Semigroups of linear operators and applications to partial differential equations
• Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
• Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
• Weak convergence of a numerical method for a stochastic heat equation
• A semi-discrete scheme for the stochastic nonlinear Schrödinger equation
• On discretization schemes for stochastic evolution equations
• Numerical analysis of semilinear stochastic evolution equations in Banach spaces
• Approximation for semilinear stochastic evolution equations
• A note on space approximation of parabolic evolution equations
• Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation
• On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
• Space semi-discretisations for a stochastic wave equation
• On numerical solutions of the stochastic wave equation
• Weak order for the discretization of the stochastic heat equation
• Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise
• Weak approximation of stochastic equations
• A First Course in the Numerical Analysis of Differential Equations
• Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution
• Numerical methods for stochastic parabolic PDEs
• Evolution equations with white-noise boundary conditions
• The vibrating string forced by white noise
• Expansion of the global error for numerical schemes solving stochastic differential equations
• Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Weak approximation of the stochastic wave equation