Numerical approximation and simulation of the stochastic wave equation on the sphere
Numerical Analysis
2023-12-06 v1 Numerical Analysis
Probability
Abstract
Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of the driving noise and the initial conditions. Numerical experiments confirm the theoretical rates. The developed numerical method is extended to stochastic wave equations on higher-dimensional spheres and to the free stochastic Schr\"odinger equation on the unit sphere.
Cite
@article{arxiv.2102.04224,
title = {Numerical approximation and simulation of the stochastic wave equation on the sphere},
author = {David Cohen and Annika Lang},
journal= {arXiv preprint arXiv:2102.04224},
year = {2023}
}
Comments
26 pages, 7 figures