Weak approximation of the stochastic wave equation

From MaRDI portal
Publication:711221


DOI10.1016/j.cam.2010.03.026zbMath1208.65016WikidataQ59225686 ScholiaQ59225686MaRDI QIDQ711221

Erika Hausenblas

Publication date: 25 October 2010

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.2010.03.026


35L05: Wave equation

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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


Related Items

Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise, Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation, Numerical Analysis of the Midpoint Scheme for the Generalized Benjamin-Bona-Mahony Equation with White Noise Dispersion, A mild Itô formula for SPDEs, Weak error analysis for semilinear stochastic Volterra equations with additive noise, Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise, Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion, Weak convergence of finite element method for stochastic elastic equation driven by additive noise, An exponential integrator scheme for time discretization of nonlinear stochastic wave equation, Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE, Nonlinear stochastic evolution equations of second order with damping, Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations, Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise, Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise, Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients, Weak order for the discretization of the stochastic heat equation driven by impulsive noise, Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients, On a Monte Carlo scheme for some linear stochastic partial differential equations, Finite element approximations of a class of nonlinear stochastic wave equations with multiplicative noise, Numerical approximation and simulation of the stochastic wave equation on the sphere, Newton's method for nonlinear stochastic wave equations, Leap-frog method for stochastic functional wave equations, Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes, Weak convergence for a spatial approximation of the nonlinear stochastic heat equation



Cites Work