FULL-DISCRETE FINITE ELEMENT METHOD FOR STOCHASTIC HYPERBOLIC EQUATION

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...

Full description

Saved in:

Bibliographic Details
Published in:	Journal of computational mathematics Vol. 33; no. 5; pp. 533 - 556
Main Authors:	Yang, Xiaoyuan, Li, Xiaocui, Qi, Ruisheng, Zhang, Yinghan
Format:	Journal Article
Language:	English
Published:	Chinese Academy of Mathematices and System Sciences (AMSS) Chinese Academy of Sciences 01-09-2015
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Description
Summary:	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.
ISSN:	0254-9409 1991-7139
DOI:	10.4208/jcm.1506-m2014-0186