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相关论文: Galerkin Finite Element Approximations for Stochas…

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To model wave propagation in inhomogeneous media with frequency-dependent power-law attenuation, it is needed to use the fractional powers of symmetric coercive elliptic operators in space and the Caputo tempered fractional derivative in…

数值分析 · 数学 2019-11-19 Yajing Li , Yejuan Wang , Weihua Deng

In this paper, we analyze Galerkin approximations for stochastic evolution equations driven by an additive Gaussian noise which is temporally white and spatially fractional with Hurst index less than or equal to $1/2$. First we regularize…

数值分析 · 数学 2020-06-08 Yanzhao Cao , Jialin Hong , Zhihui Liu

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…

数值分析 · 数学 2020-08-10 Ruisheng Qi , Xiaojie Wang

We present and analyse a new conforming space-time Galerkin discretisation of a semi-linear wave equation, based on a variational formulation derived from De Giorgi's elliptic regularisation viewpoint of the wave equation in second-order…

数值分析 · 数学 2025-10-22 Lehel Banjai , Emmanuil H. Georgoulis , Brian Hennessy

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…

数值分析 · 数学 2026-02-03 David Cohen , Stefano Di Giovacchino , Annika Lang

We introduce a very weak space-time variational formulation for the wave equation, prove its well-posedness (even in the case of minimal regularity) and optimal inf-sup stability. Then, we introduce a tensor product-style space-time…

数值分析 · 数学 2021-07-27 Julian Henning , Davide Palitta , Valeria Simoncini , Karsten Urban

We consider an initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a…

数值分析 · 数学 2009-06-11 Georgios T. Kossioris , Georgios E. Zouraris

We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additive fractionally integrated Gaussian noise. The model involves two nonlocal terms in time, i.e., a Caputo fractional derivative of order…

数值分析 · 数学 2018-10-04 Bangti Jin , Yubin Yan , Zhi Zhou

Novel fully discrete schemes are developed to numerically approximate a semilinear stochastic wave equation driven by additive space-time white noise. Spectral Galerkin method is proposed for the spatial discretization, and exponential time…

数值分析 · 数学 2020-08-10 Xiaojie Wang , Siqing Gan , Jingtian Tang

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…

数值分析 · 数学 2015-11-26 Rikard Anton , David Cohen , Stig Larsson , Xiaojie Wang

The infinitesimal generator (fractional Laplacian) of a process obtained by subordinating a killed Brownian motion catches the power-law attenuation of wave propagation. This paper studies the numerical schemes for the stochastic wave…

数值分析 · 数学 2021-02-23 Xing Liu , Weihua Deng

The time-space fractional cable equation arises from extending the generalized fractional Ohm's law to model anomalous diffusion processes. In this paper, we develop and analyze a numerical approximation for stochastic nonlinear time-space…

数值分析 · 数学 2026-01-06 Jiawei He , Jianhua Huang , Fang Su

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

数值分析 · 数学 2020-07-14 Xing Liu , Weihua Deng

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…

数值分析 · 数学 2013-03-05 D. Cohen , S. Larsson , M. Sigg

We consider an initial- and Dirichlet boundary- value problem for a linear Cahn-Hilliard-Cook equation, in one space dimension, forced by the space derivative of a space-time white noise. First, we propose an approximate regularized…

数值分析 · 数学 2012-05-22 Georgios T. Kossioris , Georgios E. Zouraris

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…

数值分析 · 数学 2020-08-10 Ruisheng Qi , Xiaojie Wang

The elucidation of many physical problems in science and engineering is subject to the accurate numerical modelling of complex wave propagation phenomena. Over the last decades, high-order numerical approximation for partial differential…

数值分析 · 数学 2025-10-20 Mathias Anselmann , Markus Bause

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…

数值分析 · 数学 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…

数值分析 · 数学 2020-08-04 Ruisheng Qi , Xiaojie Wang

In this study, a Galerkin finite element method is presented for time-fractional stochastic heat equation driven by multiplicative noise, which arises from the consideration of heat transport in porous media with thermal memory with random…

数值分析 · 数学 2018-03-13 Guang-an Zou
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