相关论文: Approximation of solutions of the stochastic wave …
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…
A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…
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…
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…
Using nonstandard methods, we show that the time dependent Fourier series of any smooth function F, solving the wave equation, on a finite closed interval, with vanishing boundary conditions, converges uniformly to F.
The Fourier series method is used to solve the homogeneous equation governing the motion of the harmonic oscillator. It is shown that the general solution to the problem can be found in a surprisingly simple way for the case of the simple…
The article is devoted to the mean-square approximation of iterated Ito and Stratonovich stochastic integrals in the context of the numerical integration of Ito stochastic differential equations. The expansion of iterated Ito stochastic…
Rational solutions of partial differential equations (PDEs) are notoriously difficult to approximate via spectral Fourier methods due to their algebraically slow decay rate. In this work we discuss approximating rational PDE solutions in a…
A set of semi-analytical techniques based on Fourier analysis is used to solve wave scattering problems in variously shaped waveguides with varying normal admittance boundary conditions. Key components are newly developed conformal mapping…
The problem of approximating the covariance operator of the mild solution to a linear stochastic partial differential equation is considered. An integral equation involving the semigroup of the mild solution is derived and a general error…
The independent solutions of the one-dimensional Schr\"odinger equation are approximated by means of the explicit summation of the leading constituent WKB series. The continuous matching of the particular solutions gives the uniformly valid…
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…
An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on an open bounded domain $D\subset\R^n$\,, $1\leq…
We consider the numerical approximation of the mild solution to a semilinear stochastic wave equation driven by additive noise. For the spatial approximation we consider a standard finite element method and for the temporal approximation, a…
We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…
While teaching a course on integral equations, I noticed that a straightforward combination of Neumann series and Fourier series for the resolvent (or the solution) of an integral equation has good approximation qualities. This short…
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…
A general principle says that the matrix of a Fourier integral operator with respect to wave packets is concentrated near the curve of propagation. We prove a precise version of this principle for Fourier integral operators with a smooth…
A high-frequency recovered fully discrete low-regularity integrator is constructed to approximate rough and possibly discontinuous solutions of the semilinear wave equation. The proposed method, with high-frequency recovery techniques, can…
A characterization of the support in H\"{o}lder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable is proved. The result is a consequence of an approximation theorem, in the convergence of…