Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise

DOI10.1137/15M101049XzbMath1336.65008arXiv1503.00073MaRDI QIDQ2798658

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Publication date: 13 April 2016

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.00073

zbMATH Keywords

strong convergencefinite elementtrace formulanumerical experimentmultiplicative noisegeometric numerical integrationsemilinear stochastic wave equationstochastic trigonometric methods

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) 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)

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