Spectral Galerkin method for stochastic wave equations driven by space-time white noise (Q2467014)
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English | Spectral Galerkin method for stochastic wave equations driven by space-time white noise |
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Spectral Galerkin method for stochastic wave equations driven by space-time white noise (English)
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18 January 2008
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The paper is concerned with numerical approximations of stochastic wave equations \[ u_{tt}(t, x)= u_{xx}(t, x)+ f(t, x,u(t,x))+ \partial^2 W(t,x),\quad t> 0,\;x\in (0,1), \] \[ u(0,x)= u_0(x),\quad u_t(0,x)= v_0(x),\quad x\in (0,1), \] \[ u(t,0)= u(t,1),\quad t> 0, \] where \(\partial^2W(t,x)= {\partial^2\over\partial t\,\partial x} W(t,x)\) is the space-time mixed second-order derivative of the Brownian sheet \(W(t,x)\).
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stochastic wave equations
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space-time white noise
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Galerkin method
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convergence
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