Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation

DOI10.1137/20M1364746zbMath1471.60094arXiv2009.07710OpenAlexW3180994920MaRDI QIDQ5001384

Lehel Banjai, Jeta Molla, Gabriel J. Lord

Publication date: 19 July 2021

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.07710

zbMATH Keywords

stabilitystrong convergenceenergy conservationdiscontinuous Galerkin finite element methodsemilinear stochastic wave equationstochastic Verlet integration

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Wave equation (35L05) 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) Higher-order semilinear hyperbolic equations (35L76)

Related Items (4)

Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise ⋮ Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp> ⋮ Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\) ⋮ A Symplectic Discontinuous Galerkin Full Discretization for Stochastic Maxwell Equations

Uses Software

• DOLFIN

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