Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation
DOI10.1137/20M1364746zbMath1471.60094arXiv2009.07710OpenAlexW3180994920MaRDI QIDQ5001384
Lehel Banjai, Jeta Molla, Gabriel J. Lord
Publication date: 19 July 2021
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.07710
stabilitystrong convergenceenergy conservationdiscontinuous Galerkin finite element methodsemilinear stochastic wave equationstochastic Verlet integration
Probabilistic models, generic numerical methods in probability and statistics (65C20) Wave equation (35L05) 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) Higher-order semilinear hyperbolic equations (35L76)
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