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We explore the relation between fast waves, damping and imposed noise for different scalings by considering the singularly perturbed stochastic nonlinear wave equations \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on a bounded spatial domain.…

Analysis of PDEs · Mathematics 2011-09-15 Wei Wang , Yan Lv , A. J. Roberts

This work is concerned with a singularly perturbed stochastic nonlinear wave equation with a random dynamical boundary condition. A splitting skill is used to derive the approximating equation of the system in the sense of probability…

Analysis of PDEs · Mathematics 2012-08-30 Guanggan Chen , Jinqiao Duan , Jian Zhang

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…

Numerical Analysis · Mathematics 2023-12-06 David Cohen , Annika Lang

We construct unique martingale solutions to the damped stochastic wave equation $$ \mu \frac{\partial^2u}{\partial t^2}(t,x)=\Delta u(t,x)-\frac{\partial u}{\partial t}(t,x)+b(t,x,u(t,x))+\sigma(t,x,u(t,x))\frac{dW_t}{dt},$$ where $\Delta$…

Probability · Mathematics 2025-04-29 Yi Han

By applying Rohlin's result on the classification of homomorphisms of Lebesgue space, the random inertial manifold of a stochastic damped nonlinear wave equations with singular perturbation is proved to be approximated almost surely by that…

Analysis of PDEs · Mathematics 2012-09-04 Yan Lv , Wei Wang , Anthony Roberts

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

Numerical Analysis · Mathematics 2015-11-26 Rikard Anton , David Cohen , Stig Larsson , Xiaojie Wang

We consider systems of damped wave equations with a state-dependent damping coefficient and perturbed by a Gaussian multiplicative noise. Initially, we investigate their well-posedness, under quite general conditions on the friction.…

Probability · Mathematics 2023-12-15 Sandra Cerrai , Arnaud Debussche

Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any…

Analysis of PDEs · Mathematics 2009-04-10 W. Wang , A. J. Roberts

The regularity of solutions to the stochastic nonlinear wave equation plays a critical role in the accuracy and efficiency of numerical algorithms. Rough or discontinuous initial conditions pose significant challenges, often leading to a…

Numerical Analysis · Mathematics 2024-12-20 Jiachuan Cao , Buyang Li , Katharina Schratz

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

The numerical analysis of stochastic parabolic partial differential equations of the form $$ du + A(u) = f \,dt + g \, dW, $$ is surveyed, where $A$ is a partial operator and $W$ a Brownian motion. This manuscript unifies much of the theory…

Numerical Analysis · Mathematics 2020-03-16 Martin Ondrejat , Andreas Prohl , Noel Walkington

This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…

Numerical Analysis · Mathematics 2022-10-04 Xiaobing Feng , Yukun Li , Yujian Lin

We investigate the Smoluchowski-Kramers approximation for the one-dimensional periodic variational wave equation with state-dependent damping and additive noise. We show that weak ``dissipative'' solutions converge to solutions of a…

Analysis of PDEs · Mathematics 2025-11-18 Billel Guelmame , Julien Vovelle

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…

Numerical Analysis · Mathematics 2013-03-05 D. Cohen , S. Larsson , M. Sigg

This article deals with the weak errors for averaging principle for a stochastic wave equation in a bounded interval $[0,L]$, perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with…

Probability · Mathematics 2017-03-20 Hongbo Fu , Li Wan , Jicheng Liu , Xianming Liu

This paper studies the behavior of singularly perturbed nonlinear differential equations with boundary-layer solutions that do not necessarily converge to an equilibrium. Using the average of the fast variable and assuming the boundary…

Systems and Control · Computer Science 2018-09-24 Mohammad Deghat , Saeed Ahmadizadeh , Dragan Nesic , Chris Manzie

We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply…

Numerical Analysis · Mathematics 2023-06-27 Ziyi Lei , Charles-Edouard Bréhier , Siqing Gan

The long time effect of nonlinear perturbation to oscillatory linear systems can be characterized by the averaging method, and we consider first-order averaging for its simplest applicability to high-dimensional problems. Instead of the…

Classical Analysis and ODEs · Mathematics 2018-12-05 Molei Tao

In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…

Analysis of PDEs · Mathematics 2020-09-04 Prakash Kumar Das , M. M. Panja

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing
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