Spectral Galerkin method for stochastic wave equations driven by space-time white noise
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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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- scientific article; zbMATH DE number 140604
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