An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise

DOI10.1016/J.JMAA.2016.09.052zbMATH Open1353.65010arXiv1602.06050OpenAlexW2283457204WikidataQ115570333 ScholiaQ115570333MaRDI QIDQ342928FDOQ342928

Authors: Xiaojie Wang, Ruisheng Qi 

Publication date: 18 November 2016

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of accelerated exponential time integrator involving linear functionals of the noise. Under appropriate assumptions, we provide error bounds for the proposed full-discrete scheme. It is shown that the scheme achieves higher strong order in time direction than the order of temporal regularity of the underlying problem, which allows for higher convergence rate than usual time-stepping schemes. For the space-time white noise case in two or three spatial dimensions, the scheme still exhibits a good convergence performance. Another striking finding is that, even for the velocity with low regularity the scheme always promises first order strong convergence in time. Numerical examples are finally reported to confirm our theoretical findings.

Full work available at URL: https://arxiv.org/abs/1602.06050

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zbMATH Keywords

convergencenumerical examplesstrong approximationspectral Galerkin methodaccelerated exponential time integratorinfinite-dimensional Wiener processsemi-linear stochastic wave equationstrongly damped wave equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order semilinear hyperbolic equations (35L71) 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) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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Cited In (9)

• On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations
• Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations
• Strong convergence of a Verlet integrator for the semilinear stochastic wave equation
• Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation
• An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation
• A stochastic nonlinear differential propagation model for underwater acoustic propagation: theory and solution
• Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping
• Exponential integrators for stochastic Maxwell's equations driven by Itô noise
• Higher order strong approximations of semilinear stochastic wave equation with additive space-time white noise

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