An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise

DOI10.1016/j.jmaa.2016.09.052zbMath1353.65010arXiv1602.06050OpenAlexW2283457204WikidataQ115570333 ScholiaQ115570333MaRDI QIDQ342928

Xiao-Jie Wang, Rui-sheng Qi

Publication date: 18 November 2016

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.06050

zbMATH Keywords

convergencenumerical examplesspectral Galerkin methodstrong approximationaccelerated exponential time integratorinfinite-dimensional Wiener processsemi-linear stochastic wave equationstrongly damped wave equation

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Second-order semilinear hyperbolic equations (35L71)

Related Items (5)

A stochastic nonlinear differential propagation model for underwater acoustic propagation: theory and solution ⋮ Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations ⋮ Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation ⋮ An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation ⋮ Exponential integrators for stochastic Maxwell's equations driven by Itô noise

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