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arXiv 2009.07710math.NAcs.NA
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半线性随机wave equation的Verlet积分器的Strong convergence

Strong convergence of a Verlet integrator for the semi-linear stochastic wave equation

Lehel Banjai, Gabriel Lord, Jeta Molla

摘要:

考虑了半线性随机波动方程的全离散化问题。在空间上采用间断Galerkin有限元法,在半群框架下进行分析,在时间上采用显式随机位置Verlet格式。在CFL条件下研究了该格式的稳定性,并证明了其最优强收敛速度。数值实验验证了我们的理论结果。此外,我们分析和绑定的预期能量和数值计算显示出良好的协议与能量的精确解。

英文摘要:

The full discretization of the semi-linear stochastic wave equation is considered. The discontinuous Galerkin finite element method is used in space and analyzed in a semigroup framework, and an explicit stochastic position Verlet scheme is used for the temporal approximation. We study the stability under a CFL condition and prove optimal strong convergence rates of the fully discrete scheme. Numerical experiments illustrate our theoretical results. Further, we analyze and bound the expected energy and numerically show excellent agreement with the energy of the exact solution.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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