A novel explicit fully-discrete momentum-preserving scheme of damped nonlinear stochastic wave equation influenced by multiplicative space-time noise

DOI10.1016/J.AML.2024.109325MaRDI QIDQ6656500zbMATH OpenFDO

Authors Feng Wang, Zhenyu Wang, Qiang Ma, Xiaohua Ding

Publication date 3 January 2025

Published in Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

multiplicative space-time noiseglobal momentum evolution lawmomentum-preserving schemedamped nonlinear stochastic wave equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• A fully discrete approximation of the one-dimensional stochastic wave equation
• A trigonometric method for the linear stochastic wave equation
• An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
• Approximate momentum conservation for spatial semidiscretizations of semilinear wave equations
• Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
• Full discretization of semilinear stochastic wave equations driven by multiplicative noise
• Geometric Numerical Integration
• Higher order strong approximations of semilinear stochastic wave equation with additive space-time white noise
• Invariant measures for stochastic nonlinear beam and wave equations
• RANDOM ATTRACTORS FOR DAMPED STOCHASTIC WAVE EQUATIONS WITH MULTIPLICATIVE NOISE
• Second order conformal symplectic schemes for damped Hamiltonian systems
• Stochastic Equations in Infinite Dimensions
• Stochastic conformal schemes for damped stochastic Klein-Gordon equation with additive noise
• Strong convergence of a Verlet integrator for the semilinear stochastic wave equation
• The stochastic nonlinear damped wave equation

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