Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise

DOI10.1137/130937524zbMath1322.65023arXiv1308.4529OpenAlexW2014652601MaRDI QIDQ5176043

Jingtian Tang, Xiao-Jie Wang, Si-qing Gan

Publication date: 2 March 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.4529

zbMATH Keywords

spectral Galerkin methodspace-time white noisestrong approximationssemilinear stochastic wave equationexponential time integrator

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to equations with nonlinear operators (65J15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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