Higher order time discretization for the stochastic semilinear wave equation with multiplicative noise

DOI10.1093/IMANUM/DRAD024MaRDI QIDQ6629602zbMATH OpenFDO

Authors Xiaobing Feng, Akash Ashirbad Panda, Andreas Prohl

Publication date 30 October 2024

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

zbMATH Keywords

strong approximationconvergence ratesmultiplicative noisestability analysistime discretizationstochastic semilinear wave equations

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Recommendations

• Higher order strong approximations of semilinear stochastic wave equation with additive space-time white noise
• Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise
• Full discretization of semilinear stochastic wave equations driven by multiplicative noise
• A fully discrete approximation of the one-dimensional stochastic wave equation
• An exponential integrator scheme for time discretization of nonlinear stochastic wave equation

This page was built for publication: Higher order time discretization for the stochastic semilinear wave equation with multiplicative noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6629602)