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A trigonometric method for the linear stochastic wave equation
JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift)
 
ID 2401196
Author(s) Cohen, D.; Larsson, S.; Sigg, M.
Author(s) at UniBasel Cohen, David
Year 2013
Title A trigonometric method for the linear stochastic wave equation
Journal SIAM Journal on Numerical Analysis
Volume 51
Number 1
Pages / Article-Number 204-222
Abstract 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 discretization and a stochastic trigonometric scheme for the temporal approximation. This explicit time integrator allows for error bounds independent of the space discretization and thus does not have a step-size restriction as in the often used Störmer--Verlet-leap-frog scheme. Moreover, it enjoys a trace formula as does the exact solution of our problem. These favorable properties are demonstrated with numerical experiments. Read More: http://epubs.siam.org/doi/abs/10.1137/12087030X
Publisher Society for Industrial and Applied Mathematics
ISSN/ISBN 0036-1429 ; 1095-7170
edoc-URL http://edoc.unibas.ch/50084/
Full Text on edoc No
Digital Object Identifier DOI 10.1137/12087030X
ISI-Number WOS:000315573700011
Document type (ISI) Article
 
   

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23/04/2024