Abstract
This paper is concerned with the finite element method for the stochastic wave equation and the stochastic elastic equation driven by space-time white noise. For simplicity, we rewrite the two types of stochastic hyperbolic equations into a unified form. We convert the stochastic hyperbolic equation into a regularized equation by discretizing the white noise and then consider the full-discrete finite element method for the regularized equation. We derive the modeling error by using " Green's method" and the finite element approximation error by using the error estimates of the deterministic equation. Some numerical examples are presented to verify the theoretical results.
| Original language | English |
|---|---|
| Pages (from-to) | 533-556 |
| Number of pages | 24 |
| Journal | Journal of Computational Mathematics |
| Volume | 33 |
| Issue number | 5 |
| DOIs | |
| State | Published - 1 Sep 2015 |
Keywords
- Additive noise
- Stochastic hyperbolic equation
- Strong convergence
- Wiener process
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