Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
DOI10.1016/J.JCP.2021.110829OpenAlexW3214449759MaRDI QIDQ2134758FDOQ2134758
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
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
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)
- 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
- Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
- Optimal error estimates of a discontinuous Galerkin method for stochastic Allen-Cahn equation driven by multiplicative noise
- Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
- Discontinuous Galerkin methods for stochastic Maxwell equations with multiplicative noise
- Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp>
- A novel explicit fully-discrete momentum-preserving scheme of damped nonlinear stochastic wave equation influenced by multiplicative space-time noise
- Title not available (Why is that?)
- Temporal approximation of stochastic evolution equations with irregular nonlinearities
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