A trigonometric method for the linear stochastic wave equation

Details A trigonometric method for the linear stochastic wave equation A trigonometric method for the linear stochastic wave equation

2012-03-16

arxiv.org/abs/1203.3668v1

Mathematics

Numerical Analysis

Scientific paper

A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal approximation. This explicit time integrator allows for error bounds independent of the space discretisation and thus do not have a step size restriction as in the often used St\"ormer-Verlet-leap-frog scheme. Moreover it enjoys a trace formula as does the exact solution of our problem. These favourable properties are demonstrated with numerical experiments.

Affiliated with

Also associated with

No associations

Rating

A trigonometric method for the linear stochastic wave equation does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A trigonometric method for the linear stochastic wave equation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A trigonometric method for the linear stochastic wave equation will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-351620