Error estimates of finite element method for semilinear stochastic strongly damped wave equation

DOI10.1093/IMANUM/DRY030zbMATH Open1466.65143arXiv1510.03028OpenAlexW2308982285MaRDI QIDQ5854366FDOQ5854366

Xiaojie Wang, Ruisheng Qi

Publication date: 16 March 2021

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Abstract: In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such equation. Unlike the usual stochastic wave equation without damping, the underlying problem with space-time white noise (Q = I) allows for a mild solution with a positive order of regularity in multiple spatial dimensions. Further, we analyze a spatio-temporal discretization of the problem, performed by a standard finite element method in space and a well-known linear implicit Euler scheme in time. The analysis of the approximation error forces us to significantly enrich existing error estimates of semidiscrete and fully discrete finite element methods for the corresponding linear deterministic equation. The main results show optimal convergence rates in the sense that the orders of convergence in space and in time coincide with the orders of the spatial and temporal regularity of the mild solution, respectively. Numerical examples are finally included to confirm our theoretical findings.

Full work available at URL: https://arxiv.org/abs/1510.03028

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zbMATH Keywords

strong approximationfinite element method\(Q\)-Wiener processstrongly damped wave equationlinear implicit Euler scheme

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Regularization by noise (60H50)

Cited In (11)

• On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations
• Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise
• A second-order low-regularity correction of Lie splitting for the semilinear Klein–Gordon equation
• The Effect of Spatial Quadrature on the Semidiscrete Finite Element Galerkin Method for a Strongly Damped Wave Equation
• A structure-preserving local discontinuous Galerkin method for the stochastic KdV equation
• Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation
• Finite element method for a strongly damped stochastic wave equation driven by space-time noise
• Improved error estimates for a modified exponential Euler method for the semilinear stochastic heat equation with rough initial data
• Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping
• Maximum-norm error estimate for a strongly damped stochastic wave equation
• On inverse initial value problems for the stochastic strongly damped wave equation

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