Higher order time discretization for the stochastic semilinear wave equation with multiplicative noise

In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a variational method for its error analysis and prove an improved co...

Full description

Saved in:
Bibliographic Details
Published in:arXiv.org 2022-07
Main Authors: Feng, Xiaobing, Panda, Akash Ashirbad, Prohl, Andreas
Format: Article
Language:English
Subjects:
Discretization
Error analysis
Wave equations
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a variational method for its error analysis and prove an improved convergence order of 3/2 for the approximates of the solution. The core of the analysis is Holder continuity in time and moment bounds for the solutions of the continuous and the discrete problem. Computational experiments are also presented.
ISSN:2331-8422