An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise
From MaRDI portal
(Redirected from Publication:342928)
convergencenumerical examplesstrong approximationspectral Galerkin methodaccelerated exponential time integratorinfinite-dimensional Wiener processsemi-linear stochastic wave equationstrongly damped wave equation
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)
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.
Recommendations
- Higher order strong approximations of semilinear stochastic wave equation with additive space-time white noise
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
- Error estimates of finite element method for semilinear stochastic strongly damped wave equation
- Strong convergence of a Verlet integrator for the semilinear stochastic wave equation
- Finite element method for a strongly damped stochastic wave equation driven by space-time noise
Cites work
- scientific article; zbMATH DE number 762608 (Why is no real title available?)
- A fully discrete approximation of the one-dimensional stochastic wave equation
- A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise
- A trigonometric method for the linear stochastic wave equation
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
- Efficient simulation of nonlinear parabolic SPDEs with additive noise
- Finite element approximation of the linear stochastic wave equation with additive noise
- Finite-Element Methods for a Strongly Damped Wave Equation
- Finite-dimensional attractors for the quasi-linear strongly-damped wave equation
- Full discretization of semilinear stochastic wave equations driven by multiplicative noise
- Full-discrete finite element method for the stochastic elastic equation driven by additive noise
- Galerkin Finite Element Methods for Parabolic Problems
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- Higher order strong approximations of semilinear stochastic wave equation with additive space-time white noise
- Limiting behavior of strongly damped nonlinear wave equations
- Maximum-norm estimates for finite-element methods for a strongly damped wave equation
- On numerical solutions of the stochastic wave equation
- On the strongly damped wave equation
- Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
- Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space-time noise
- Semigroups of linear operators and applications to partial differential equations
- Space semi-discretisations for a stochastic wave equation
- Spectral Galerkin method for stochastic wave equations driven by space-time white noise
- Stochastic Equations in Infinite Dimensions
- Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation
- Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
- Strongly damped quasilinear evolution equations
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes
- Weak convergence of finite element method for stochastic elastic equation driven by additive noise
Cited in
(11)- Higher order strong approximations of semilinear stochastic wave equation with additive space-time white noise
- Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
- Strong convergence rate of an exponentially integrable scheme for stochastic nonlinear wave equation
- Exponential integrators for stochastic Maxwell's equations driven by Itô noise
- On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations
- 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
- A stochastic nonlinear differential propagation model for underwater acoustic propagation: theory and solution
- 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
This page was built for publication: An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q342928)
