September  2007, 6(3): 607-617. doi: 10.3934/cpaa.2007.6.607

Spectral Galerkin method for stochastic wave equations driven by space-time white noise

1. 

Department of Mathematics,Florida A&M University, Tallahassee, FL 32307, United States

2. 

Department of Mathematics, Jilin University, ChangChun, Jilin 130023, China

Received  April 2006 Revised  February 2007 Published  June 2007

This paper is concerned with numerical approximations of stochastic wave equations driven by additive space-time white noise in one dimensional space. Convergence analysis and error estimates are presented for the numerical solutions based on the spectral Galerkin method with discretization in space variable. We obtain an estimate for the convergence rate. Comparing with the result of the finite difference approximation of Quer-Sardanyons and Sanz-Solé, the spectral Galerkin method enjoys higher convergence rate. Our error estimate is comparable to the error estimate of another finite difference scheme recently constructed by Walsh. However, our analysis is much simpler and our algorithm is easier to implemented.
Citation: Yanzhao Cao, Li Yin. Spectral Galerkin method for stochastic wave equations driven by space-time white noise. Communications on Pure & Applied Analysis, 2007, 6 (3) : 607-617. doi: 10.3934/cpaa.2007.6.607
[1]

Leilei Wei, Yinnian He. A fully discrete local discontinuous Galerkin method with the generalized numerical flux to solve the tempered fractional reaction-diffusion equation. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020319

[2]

Alberto Bressan, Wen Shen. A posteriori error estimates for self-similar solutions to the Euler equations. Discrete & Continuous Dynamical Systems - A, 2021, 41 (1) : 113-130. doi: 10.3934/dcds.2020168

[3]

Shenglan Xie, Maoan Han, Peng Zhu. A posteriori error estimate of weak Galerkin fem for second order elliptic problem with mixed boundary condition. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020340

[4]

Zexuan Liu, Zhiyuan Sun, Jerry Zhijian Yang. A numerical study of superconvergence of the discontinuous Galerkin method by patch reconstruction. Electronic Research Archive, 2020, 28 (4) : 1487-1501. doi: 10.3934/era.2020078

[5]

Kihoon Seong. Low regularity a priori estimates for the fourth order cubic nonlinear Schrödinger equation. Communications on Pure & Applied Analysis, 2020, 19 (12) : 5437-5473. doi: 10.3934/cpaa.2020247

[6]

Ahmad Z. Fino, Wenhui Chen. A global existence result for two-dimensional semilinear strongly damped wave equation with mixed nonlinearity in an exterior domain. Communications on Pure & Applied Analysis, 2020, 19 (12) : 5387-5411. doi: 10.3934/cpaa.2020243

[7]

Siyang Cai, Yongmei Cai, Xuerong Mao. A stochastic differential equation SIS epidemic model with regime switching. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020317

[8]

Reza Chaharpashlou, Abdon Atangana, Reza Saadati. On the fuzzy stability results for fractional stochastic Volterra integral equation. Discrete & Continuous Dynamical Systems - S, 2020  doi: 10.3934/dcdss.2020432

[9]

Huiying Fan, Tao Ma. Parabolic equations involving Laguerre operators and weighted mixed-norm estimates. Communications on Pure & Applied Analysis, 2020, 19 (12) : 5487-5508. doi: 10.3934/cpaa.2020249

[10]

Weisong Dong, Chang Li. Second order estimates for complex Hessian equations on Hermitian manifolds. Discrete & Continuous Dynamical Systems - A, 2020  doi: 10.3934/dcds.2020377

[11]

Adel M. Al-Mahdi, Mohammad M. Al-Gharabli, Salim A. Messaoudi. New general decay result for a system of viscoelastic wave equations with past history. Communications on Pure & Applied Analysis, , () : -. doi: 10.3934/cpaa.2020273

[12]

Zhenzhen Wang, Tianshou Zhou. Asymptotic behaviors and stochastic traveling waves in stochastic Fisher-KPP equations. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020323

[13]

Jerry L. Bona, Angel Durán, Dimitrios Mitsotakis. Solitary-wave solutions of Benjamin-Ono and other systems for internal waves. I. approximations. Discrete & Continuous Dynamical Systems - A, 2021, 41 (1) : 87-111. doi: 10.3934/dcds.2020215

[14]

Hai-Feng Huo, Shi-Ke Hu, Hong Xiang. Traveling wave solution for a diffusion SEIR epidemic model with self-protection and treatment. Electronic Research Archive, , () : -. doi: 10.3934/era.2020118

[15]

Li-Bin Liu, Ying Liang, Jian Zhang, Xiaobing Bao. A robust adaptive grid method for singularly perturbed Burger-Huxley equations. Electronic Research Archive, 2020, 28 (4) : 1439-1457. doi: 10.3934/era.2020076

[16]

Yuxia Guo, Shaolong Peng. A direct method of moving planes for fully nonlinear nonlocal operators and applications. Discrete & Continuous Dynamical Systems - S, 2020  doi: 10.3934/dcdss.2020462

[17]

Noah Stevenson, Ian Tice. A truncated real interpolation method and characterizations of screened Sobolev spaces. Communications on Pure & Applied Analysis, 2020, 19 (12) : 5509-5566. doi: 10.3934/cpaa.2020250

[18]

Lorenzo Zambotti. A brief and personal history of stochastic partial differential equations. Discrete & Continuous Dynamical Systems - A, 2021, 41 (1) : 471-487. doi: 10.3934/dcds.2020264

[19]

Marion Darbas, Jérémy Heleine, Stephanie Lohrengel. Numerical resolution by the quasi-reversibility method of a data completion problem for Maxwell's equations. Inverse Problems & Imaging, 2020, 14 (6) : 1107-1133. doi: 10.3934/ipi.2020056

[20]

Gang Bao, Mingming Zhang, Bin Hu, Peijun Li. An adaptive finite element DtN method for the three-dimensional acoustic scattering problem. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020351

2019 Impact Factor: 1.105

Metrics

  • PDF downloads (55)
  • HTML views (0)
  • Cited by (10)

Other articles
by authors

[Back to Top]