A fully discrete approximation of the one-dimensional stochastic wave equation

DOI10.1093/IMANUM/DRV006zbMath1350.65004OpenAlexW2963967975MaRDI QIDQ2794711

No author found.

Publication date: 11 March 2016

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/drv006

zbMATH Keywords

strong convergencenumerical examplesfinite differencesmultiplicative noisenonlinear stochastic wave equationsemi-discretisationCourant-Friedrichs-Lewy restrictionstochastic trigonometric methodstochastic trigonometric methods

Mathematics Subject Classification ID

Wave equation (35L05) 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) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Related Items (17)

Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise ⋮ Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise ⋮ Finite element approximations of a class of nonlinear stochastic wave equations with multiplicative noise ⋮ An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise ⋮ Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise ⋮ Numerical conservation issues for the stochastic Korteweg-de Vries equation ⋮ A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations ⋮ Approximated exponential integrators for the stochastic Manakov equation ⋮ Exponential integrators for nonlinear Schrödinger equations with white noise dispersion ⋮ Highly efficient difference methods for stochastic space fractional wave equation driven by additive and multiplicative noise ⋮ Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise ⋮ Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise ⋮ Exponential integrators for stochastic Maxwell's equations driven by Itô noise ⋮ Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation ⋮ Difference methods for time discretization of spectral fractional stochastic wave equation ⋮ Stochastic Global Momentum-Preserving Schemes for Two-Dimensional Stochastic Partial Differential Equations ⋮ Stabilized IMLS based element free Galerkin method for stochastic elliptic partial differential equations

This page was built for publication: A fully discrete approximation of the one-dimensional stochastic wave equation