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Difference methods for time discretization of stochastic wave equation

Numerical Analysis 2021-06-08 v1 Numerical Analysis

Abstract

The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller than 11 in the sense of mean-squared L2L^2-norm. Meanwhile, by modifying the low order method with trapezoidal rule, the convergence rate is improved at expenses of requiring some extra temporal regularity to the solution. The modified scheme has superlinear convergence rate under the mean-squared L2L^2-norm. Several numerical experiments are provided to confirm the theoretical error estimates.

Keywords

Cite

@article{arxiv.2106.03387,
  title  = {Difference methods for time discretization of stochastic wave equation},
  author = {Xing Liu},
  journal= {arXiv preprint arXiv:2106.03387},
  year   = {2021}
}

Comments

22 pages, 2 figures

R2 v1 2026-06-24T02:53:56.324Z