English

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

Numerical Analysis 2022-07-20 v2 Numerical Analysis

Abstract

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.

Keywords

Cite

@article{arxiv.2205.07393,
  title  = {Higher order time discretization for the stochastic semilinear wave equation with multiplicative noise},
  author = {Xiaobing Feng and Akash Ashirbad Panda and Andreas Prohl},
  journal= {arXiv preprint arXiv:2205.07393},
  year   = {2022}
}

Comments

41 pages, 6 figures