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Optimal Order Space-Time Discretization Methods for the Nonlinear Stochastic Elastic Wave Equations with Multiplicative Noise

Numerical Analysis 2025-04-08 v1 Numerical Analysis

Abstract

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is introduced for time discretization, it is showed that the scheme converges with rates O(τ)O(\tau) and O(τ32)O(\tau^{\frac32}) respectively in the energy- and L2L^2-norm, which are optimal with respect to the time regularity of the PDE solution. For spatial discretization, the standard finite element method is employed. It is proven that the fully discrete method converges with optimal rates O(τ+h)O(\tau + h) and O(τ32+h2)O(\tau^{\frac{3}{2}} + h^2) respectively in the energy- and L2L^2-norm. The cruxes of the analysis are to establish some high-moment stability results and utilize a refined error estimate for the trapezoidal quadrature rule to control the nonlinearities from the drift term and the multiplicative noise. Numerical experiments are also provided to validate the theoretical results.

Keywords

Cite

@article{arxiv.2504.04531,
  title  = {Optimal Order Space-Time Discretization Methods for the Nonlinear Stochastic Elastic Wave Equations with Multiplicative Noise},
  author = {Xiaobing Feng and Yukun Li and Liet Vo},
  journal= {arXiv preprint arXiv:2504.04531},
  year   = {2025}
}

Comments

51 pages

R2 v1 2026-06-28T22:48:38.539Z