Related papers: Energy-preserving exponential integrable numerical…
In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and the…
In the present work, strong approximation errors are analyzed for both the spatial semi-discretization and the spatio-temporal fully discretization of stochastic wave equations (SWEs) with cubic polynomial nonlinearities and additive…
Wave propagation problems for heterogeneous media are known to have many applications in physics and engineering. Recently, there has been an increasing interest in stochastic effects due to the uncertainty, which may arise from impurities…
This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…
In this paper, we propose and analyze semi-implicit numerical schemes for the stochastic wave equation (SWE) with general nonlinearity and multiplicative noise. These numerical schemes, called stochastic scalar auxiliary variable (SAV)…
In this paper, we develop a provably energy stable and conservative discontinuous spectral element method for the shifted wave equation in second order form. The proposed method combines the advantages and central ideas of very successful…
We consider the semilinear stochastic heat equation perturbed by additive noise. After time-discretization by Euler's method the equation is split into a linear stochastic equation and a non-linear random evolution equation. The linear…
In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic mutli-symplectic…
This paper presents a fully discrete numerical scheme for one-dimensional nonlocal wave equations and provides a rigorous theoretical analysis. To facilitate the spatial discretization, we introduce an auxiliary variable analogous to the…
Energy-preserving numerical methods for solving the Hodge wave equation is developed in this paper. Based on the de Rham complex, the Hodge wave equation can be formulated as a first-order system and mixed finite element methods using…
We discrete the ergodic semilinear stochastic partial differential equations in space dimension $d \leq 3$ with additive noise, spatially by a spectral Galerkin method and temporally by an exponential Euler scheme. It is shown that both the…
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…
One- and multi-dimensional stochastic Maxwell equations with additive noise are considered in this paper. It is known that such system can be written in the multi-symplectic structure, and the stochastic energy increases linearly in time.…
The semilinear stochastic wave equation on the sphere driven by multiplicative Gaussian noise is discretized by a stochastic trigonometric integrator in time and a spectral Galerkin approximation in space based on the spherical harmonic…
In this paper, we propose a stochastic conformal multi-symplectic method for a class of damped stochastic Hamiltonian partial differential equations in order to inherit the intrinsic properties, and apply the numerical method to solve a…
We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…
We develop a high order accurate numerical method for solving the elastic wave equation in second-order form. We hybridize the computationally efficient Cartesian grid formulation of finite differences with geometrically flexible…
We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…
For semilinear stochastic evolution equations whose coefficients are more general than the classical global Lipschitz, we present results on the strong convergence rates of numerical discretizations. The proof of them provides a new…
We present a novel discontinuous Galerkin finite element method for numerical simulations of the rotating thermal shallow water equations in complex geometries using curvilinear meshes, with arbitrary accuracy. We derive an entropy…