A structure-preserving local discontinuous Galerkin method for the stochastic KdV equation
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KdV equations (Korteweg-de Vries equations) (35Q53) PDEs with randomness, stochastic partial differential equations (35R60) 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) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)
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Cites work
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- scientific article; zbMATH DE number 3596197 (Why is no real title available?)
- scientific article; zbMATH DE number 481040 (Why is no real title available?)
- Linearly implicit local and global energy-preserving methods for PDEs with a cubic Hamiltonian
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- Splitting multisymplectic integrators for Maxwell's equations
- Stochastic discontinuous Galerkin methods (SDGM) based on fluctuation-dissipation balance
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Cited in
(6)- Novel structure-preserving schemes for stochastic Klein-Gordon-Schrödinger equations with additive noise
- Optimal error estimates and stability of a local discontinuous Galerkin method for the stochastic two-dimensional KdV equation
- Strong error analysis of a temporal approximation for stochastic Korteweg-de Vries equation with small additive noise
- An explicit exponential integrator for the damped stochastic KdV equation and numerical ergodic behavior
- Optimal convergence of a direct discontinuous Galerkin scheme for stochastic problems of convection-diffusion type
- Strong convergence analysis of a discontinuous Galerkin method for stochastic Cahn-Hilliard equation driven by multiplicative noise
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