Difference methods for time discretization of stochastic wave equation

DOI10.1016/J.CNSNS.2022.106863MaRDI QIDQ6369610arXivFDO

Authors Xing Liu

Publication date 7 June 2021

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.CNSNS.2022.106863

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Numerical analysis (65-XX) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

arXiv classification

cs.NAmath.NA

Abstract: The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller than $1$ in the sense of mean-squared $L^2$-norm. Meanwhile, by modifying the low order method with trapezoidal rule, the convergence rate is improved at expenses of requiring some extra temporal regularity to the solution. The modified scheme has superlinear convergence rate under the mean-squared $L^2$-norm. Several numerical experiments are provided to confirm the theoretical error estimates.

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