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In this paper, we present an energy-preserving exponentially integrable numerical method for stochastic wave equation with cubic nonlinearity and additive noise. We first apply the spectral Galerkin method to discretizing the original…

数值分析 · 数学 2021-04-14 Jianbo Cui , Jialin Hong , Lihai Ji , Liying Sun

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)…

数值分析 · 数学 2022-08-30 Jianbo Cui , Jialin Hong , Liying Sun

Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law.It is shown that the averaged energy increases…

数值分析 · 数学 2015-09-29 Chuchu Chen , Jialin Hong , Liying Zhang

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…

数值分析 · 数学 2019-02-20 Ching-Shan Chou , Yukun Li , Dongbin Xiu

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…

数值分析 · 数学 2020-09-08 Yongke Wu , Yanhong Bai

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.…

数值分析 · 数学 2022-05-04 Jiawei Sun , Chi-Wang Shu , Yulong Xing

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…

数值分析 · 数学 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

We consider the numerical approximation of compressible flow in a pipe network. Appropriate coupling conditions are formulated that allow us to derive a variational characterization of solutions and to prove global balance laws for the…

数值分析 · 数学 2016-10-06 Herbert Egger

This paper concerns preservation of velocity and pressure equilibria in smooth, compressible, multicomponent flows in the inviscid limit. First, we derive the velocity-equilibrium and pressure-equilibrium conditions of a standard…

数值分析 · 数学 2025-01-23 Eric J. Ching , Ryan F. Johnson , Andrew D. Kercher

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…

数值分析 · 数学 2025-07-15 Qiang Du , Kui Ren , Lu Zhang , Yin Zhou

In this paper we propose and analyze finite element discontinuous Galerkin methods for the one- and two-dimensional stochastic Maxwell equations with multiplicative noise. The discrete energy law of the semi-discrete DG methods were…

数值分析 · 数学 2022-04-21 Jiawei Sun , Chi-Wang Shu , Yulong Xing

Stochastic Klein--Gordon--Schr\"odinger (KGS) equations are important mathematical models and describe the interaction between scalar nucleons and neutral scalar mesons in the stochastic environment. In this paper, we propose novel…

数值分析 · 数学 2023-05-19 Jialin Hong , Baohui Hou , Liying Sun , Xiaojing Zhang

Stochastic Klein--Gordon--Schr\"odinger (KGS) equations are important mathematical models and describe the interaction between scalar nucleons and neutral scalar mesons in the stochastic environment. In this paper, we propose novel…

数值分析 · 数学 2023-05-19 Jialin Hong , Baohui Hou , Liying Sun , Xiaojing Zhang

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

We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimensional setting. Our method uses a polynomial based spectral…

数值分析 · 数学 2021-12-23 Can Huang , Jie Shen

We develop a fully discrete, semi-implicit mixed finite element method for approximating solutions to a class of fourth-order stochastic partial differential equations (SPDEs) with non-globally Lipschitz and non-monotone nonlinearities,…

数值分析 · 数学 2026-02-17 Beniamin Goldys , Agus L. Soenjaya , Thanh Tran

The paper proposes a new, conservative fully-discrete scheme for the numerical solution of the regularised shallow water Boussinesq system of equations in the cases of periodic and reflective boundary conditions. The particular system is…

数值分析 · 数学 2021-05-12 Dimitrios Mitsotakis , Hendrik Ranocha , David I. Ketcheson , Endre Süli

Certain energy-conservative Galerkin discretizations for nonlinear dispersive wave equations have revealed an unusual convergence behavior: optimal convergence is attained when continuous Lagrange finite element spaces of odd polynomial…

数值分析 · 数学 2025-12-25 Dimitrios Antonopoulos , Dimitrios Mitsotakis

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…

数值分析 · 数学 2022-10-26 Siyang Wang , Gunilla Kreiss

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…

数值分析 · 数学 2022-10-04 Xiaobing Feng , Yukun Li , Yujian Lin
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