Highly efficient difference methods for stochastic space fractional wave equation driven by additive and multiplicative noise

DOI10.1016/J.AML.2020.106988zbMath1468.65121OpenAlexW3116396773MaRDI QIDQ2021459

Jianqiang Xie, Yanjiao Zhou, Zhi-Yue Zhang

Publication date: 27 April 2021

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

Full work available at URL: https://doi.org/10.1016/j.aml.2020.106988

zbMATH Keywords

multiplicative noiseadditive noisefourth-order central difference schemedissipation-preservingenergy trace formulastochastic space-fractional nonlinear damped wave equation

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) White noise theory (60H40) PDEs with randomness, stochastic partial differential equations (35R60) Finite difference methods for boundary value problems involving PDEs (65N06) Fractional partial differential equations (35R11)

Cites Work

• A sparse grid stochastic collocation method for elliptic interface problems with random input
• An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation
• Symplectic scheme for the Schrödinger equation with fractional Laplacian
• A fast mass-conserving explicit splitting method for the stochastic space-fractional nonlinear Schrödinger equation with multiplicative noise
• A compact fourth-order in space energy-preserving method for Riesz space-fractional nonlinear wave equations
• An effective dissipation-preserving fourth-order difference solver for fractional-in-space nonlinear wave equations
• A fully discrete approximation of the one-dimensional stochastic wave equation
• Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise
• Galerkin Finite Element Approximations for Stochastic Space-Time Fractional Wave Equations
• Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise
• A Compact Scheme for Coupled Stochastic Nonlinear Schrödinger Equations

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