Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation
DOI10.1016/j.cam.2023.115459zbMath1526.65048MaRDI QIDQ6049277
Publication date: 17 October 2023
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2023.115459
strong convergence; spectral Galerkin method; white noise; space-time; Wong-Zakai approximation; exponential Euler scheme; exponential trapezoidal scheme
65N35: Spectral, collocation and related methods for boundary value problems involving PDEs
65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
60H40: White noise theory
65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
65M70: Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
65M15: Error bounds for initial value and initial-boundary value problems involving PDEs
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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