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Full-discrete finite element method for stochastic hyperbolic equation

  • Beihang University
  • Northeastern University China

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)533-556
Number of pages24
JournalJournal of Computational Mathematics
Volume33
Issue number5
DOIs
StatePublished - 1 Sep 2015

Keywords

  • Additive noise
  • Stochastic hyperbolic equation
  • Strong convergence
  • Wiener process

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