Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise

DOI10.1016/J.JCP.2021.110829MaRDI QIDQ2134758zbMATH OpenOpenAlexFDO

Authors Jialin Hong, Baohui Hou, Liying Sun

Publication date 3 May 2022

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2105.14720

zbMATH Keywords

multiplicative noise[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Pad%EF%BF%BD%EF%BF%BD+approximation&go=Go Pad�� approximation]stochastic wave equationcompact finite difference methodaveraged energy evolution lawinterior penalty discontinuous Galerkin finite element method

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Probabilistic methods, stochastic differential equations (65Cxx)

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Cited in

(10)

• Temporal approximation of stochastic evolution equations with irregular nonlinearities
• A novel explicit fully-discrete momentum-preserving scheme of damped nonlinear stochastic wave equation influenced by multiplicative space-time noise
• Discontinuous Galerkin methods for stochastic Maxwell equations with multiplicative noise
• Optimal error estimates of a discontinuous Galerkin method for stochastic Allen-Cahn equation driven by multiplicative noise
• Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp>
• Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
• Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
• scientific article; zbMATH DE number 5608707 (Why is no real title available?)
• On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations
• Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation

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