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Göteborgs universitets publikationer

Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise

Författare och institution:
R. Anton (-); D. Cohen (-); Stig Larsson (Institutionen för matematiska vetenskaper, matematik, Chalmers/GU); X. J. Wang (-)
Publicerad i:
Siam Journal on Numerical Analysis, 54 ( 2 ) s. 1093-1119
ISSN:
0036-1429
Publikationstyp:
Artikel, refereegranskad vetenskaplig
Publiceringsår:
2016
Språk:
engelska
Fulltextlänk:
Fulltextlänk (lokalt arkiv):
Sammanfattning (abstract):
A fully discrete approximation of the semilinear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space, and a stochastic trigonometric method is used for the temporal approximation. This explicit time integrator allows for mean-square error bounds independent of the space discretization and thus does not suffer from a step size restriction as in the often used Stormer-Verlet leapfrog scheme. Furthermore, it satisfies an almost trace formula (i.e., a linear drift of the expected value of the energy of the problem). Numerical experiments are presented and confirm the theoretical results.
Ämne (baseras på Högskoleverkets indelning av forskningsämnen):
NATURVETENSKAP ->
Matematik
Nyckelord:
semilinear stochastic wave equation, multiplicative noise, strong convergence, trace formula, stochastic trigonometric methods, geometric numerical integration, partial-differential-equations, finite-element methods, additive noise, approximation
Chalmers fundament:
Grundläggande vetenskaper
Postens nummer:
237018
Posten skapad:
2016-05-27 14:04
Posten ändrad:
2016-07-06 14:05

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