Spectral Galerkin method for stochastic wave equations driven by space-time white noise
From MaRDI portal
Publication:2467014
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)
Recommendations
- Stochastic Galerkin method for elliptic SPDEs: a white noise approach
- Convergence of the spectral method for stochastic Ginzburg-Landau equation driven by space-time white noise
- Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise
- Wiener expansion-spectral methods for stochastic partial differential equations with white noise
- scientific article; zbMATH DE number 140604
- Lower bounds for weak approximation errors for spatial spectral Galerkin approximations of stochastic wave equations
- Galerkin finite element approximations for stochastic space-time fractional wave equations
- Numerical methods for stochastic partial differential equations with white noise
- Finite element method for a strongly damped stochastic wave equation driven by space-time noise
- Spectral Element Methods for Stochastic Differential Equations with Additive Noise
Cited in
(26)- Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations
- Numerical solutions of some stochastic hyperbolic wave equations including sine-Gordon equation
- 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
- 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
- Approximating Stochastic Evolution Equations with Additive White and Rough Noises
- Strong convergence rate of an exponentially integrable scheme for stochastic nonlinear wave equation
- Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp>
- Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
- Numerical analysis of the stochastic FitzHugh-Nagumo model driven by multiplicative noise based on the spectral Galerkin method
- Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise
- A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics
- Physical properties preserving numerical simulation of stochastic fractional nonlinear wave equation
- On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations
- Galerkin finite element approximations for stochastic space-time fractional wave equations
- SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations
- A fast discrete spectral method for stochastic partial differential equations
- An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises
- Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping
- A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises
- Convergence of the spectral method for stochastic Ginzburg-Landau equation driven by space-time white noise
- Strong convergence of a Verlet integrator for the semilinear stochastic wave equation
- A finite difference method for stochastic nonlinear second-order boundary-value problems driven by additive noisese
- The discontinuous Galerkin method for stochastic differential equations driven by additive noises
- Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation
This page was built for publication: Spectral Galerkin method for stochastic wave equations driven by space-time white noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2467014)
