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Full-discrete finite element method for stochastic hyperbolic equation

  • Beihang University
  • Northeastern University China

科研成果: 期刊稿件文章同行评审

摘要

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.

源语言英语
页(从-至)533-556
页数24
期刊Journal of Computational Mathematics
33
5
DOI
出版状态已出版 - 1 9月 2015

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