Numerical conservation issues for the stochastic Korteweg-de Vries equation

被引:5
|
作者
D'Ambrosio, Raffaele [1 ]
Di Giovacchino, Stefano [1 ]
机构
[1] Univ Aquila, Dept Informat Engn & Comp Sci & Math, Laquila, Italy
关键词
Stochastic Korteweg-de Vries equation; Invariant laws; Stochastic ?-methods; PARTIAL-DIFFERENTIAL-EQUATIONS; DRIVEN; DISCRETIZATION; CONVERGENCE; SIMULATION; SOLITONS; TIME;
D O I
10.1016/j.cam.2022.114967
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we focus on structure-preserving issues for the numerical solution of the stochastic Korteweg-de Vries equation, via stochastic theta-methods. It is well-known that the aforementioned model exhibits invariant laws along its exact dynamics. Here, our goal is to analyze whether such invariant laws are also reproduced along the numerical dynamics provided by stochastic theta-methods. Furthermore, we are also interested in rigorously studying the characterization of such invariant laws along numerical solutions of this model, with respect to the growth of the stochasticity parameter epsilon. At this purpose, the so-called epsilon-expansion of the exact solution to the aforementioned equation will be performed. Numerical results confirming the effectiveness of our analysis are also provided.(c) 2022 Elsevier B.V. All rights reserved.
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页数:14
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