Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise

DOI10.1137/090772241zbMath1217.65013OpenAlexW2028402684WikidataQ59593877 ScholiaQ59593877MaRDI QIDQ3084194

Stig Larsson, Fardin Saedpanah, Mihály Kovács

Publication date: 15 March 2011

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://research.chalmers.se/en/publication/120332

zbMATH Keywords

stabilitystrong convergencefinite element methodWiener processnumerical examplesadditive noisestochastic wave equationsa priori error estimate

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) 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 (39)

A posteriorianalysis of finite element discretizations of stochastic partial differential delay equations ⋮ Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise ⋮ Energy-preserving fully-discrete schemes for nonlinear 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 ⋮ An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise ⋮ Weak convergence of finite element method for stochastic elastic equation driven by additive noise ⋮ Newton's method for nonlinear stochastic wave equations ⋮ Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise ⋮ Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise ⋮ A stochastic telegraph equation from the six-vertex model ⋮ Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp> ⋮ Discontinuous Galerkin for the wave equation: a simplified a priori error analysis ⋮ A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations ⋮ Novel structure-preserving schemes for stochastic Klein-Gordon-Schrödinger equations with additive noise ⋮ Multilevel Monte Carlo method for parabolic stochastic partial differential equations ⋮ Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients ⋮ Energy estimates and model order reduction for stochastic bilinear systems ⋮ An exponential integrator scheme for time discretization of nonlinear stochastic wave equation ⋮ Analysis and Application of Single Level, Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random Inputs ⋮ Nonlinear stochastic evolution equations of second order with damping ⋮ Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise ⋮ Spatial approximation of stochastic convolutions ⋮ Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation ⋮ Weak approximation of the stochastic wave equation ⋮ Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise ⋮ Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise ⋮ A local discontinuous Galerkin method for nonlinear parabolic SPDEs ⋮ Existence and convergence of Galerkin approximation for second order hyperbolic equations with memory term ⋮ Leap-frog method for stochastic functional wave equations ⋮ Approximating Stochastic Evolution Equations with Additive White and Rough Noises ⋮ Regularity analysis of metamaterial Maxwell's equations with random coefficients and initial conditions ⋮ Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs ⋮ Efficient stochastic Galerkin methods for Maxwell's equations with random inputs ⋮ Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise ⋮ A new type of singular perturbation approximation for stochastic bilinear systems ⋮ Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation ⋮ Full-discrete finite element method for the stochastic elastic equation driven by additive noise ⋮ A Milstein scheme for SPDEs

This page was built for publication: Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise