Cohen, D. and Larsson, S. and Sigg, M.. (2013) A trigonometric method for the linear stochastic wave equation. SIAM Journal on Numerical Analysis, 51 (1). pp. 204-222.
Full text not available from this repository.
Official URL: http://edoc.unibas.ch/50084/
Downloads: Statistics Overview
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
Read More: http://epubs.siam.org/doi/abs/10.1137/12087030X
| Faculties and Departments: | 05 Faculty of Science > Departement Mathematik und Informatik > Mathematik > Numerik (Grote) |
|---|---|
| UniBasel Contributors: | Cohen, David |
| Item Type: | Article, refereed |
| Article Subtype: | Research Article |
| Publisher: | Society for Industrial and Applied Mathematics |
| ISSN: | 0036-1429 |
| e-ISSN: | 1095-7170 |
| Note: | Publication type according to Uni Basel Research Database: Journal article |
| Identification Number: |
|
| Last Modified: | 06 Feb 2018 14:20 |
| Deposited On: | 06 Feb 2018 14:20 |
Repository Staff Only: item control page