Spectral Galerkin method for stochastic wave equations driven by space-time white noise
DOI10.3934/CPAA.2007.6.607zbMATH Open1138.65005OpenAlexW1975589852MaRDI QIDQ2467014FDOQ2467014
Publication date: 18 January 2008
Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/cpaa.2007.6.607
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) 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)
Cited In (23)
- The discontinuous Galerkin method for stochastic differential equations driven by additive noises
- Approximating Stochastic Evolution Equations with Additive White and Rough Noises
- SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations
- On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations
- A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises
- Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation
- Title not available (Why is that?)
- Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
- Physical properties preserving numerical simulation of stochastic fractional nonlinear wave equation
- Strong convergence rate of an exponentially integrable scheme for stochastic nonlinear wave equation
- Numerical analysis of the stochastic FitzHugh-Nagumo model driven by multiplicative noise based on the spectral Galerkin method
- Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations
- An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises
- A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics
- An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise
- Improved error estimates for a modified exponential Euler method for the semilinear stochastic heat equation with rough initial data
- Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp>
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
- Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise
- A fast discrete spectral method for stochastic partial differential equations
- Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise
- Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping
- Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation
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