Leap-frog method for stochastic functional wave equations
Henryk Leszczyński , Milena Matusik , Monika Wrzosek
AbstractWe perform a time-space discretisation, known as the leap-frog method, for nonlinear stochastic functional wave equations driven by multiplicative time-space white noise. To prove its stability we apply Cairoli's maximal inequalities for two-parameter martingales and provide a lemma for estimating solutions to a class of stochastic wave equations and a Gronwall-type inequality over cones. The method converges in L2 at a rate of O(ph)), where h is a time-space step size.
|Journal series||Electronic Transactions on Numerical Analysis, ISSN 1068-9613, e-ISSN 1097-4067, (N/A 100 pkt)|
|Publication size in sheets||0.5|
|Keywords in English||leap-frog, stochastic wave equation|
|Score||= 100.0, 17-02-2020, ArticleFromJournal|
|Publication indicators||: 2018 = 1.389; : 2018 = 1.475 (2) - 2018=1.226 (5)|
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