Spectral Galerkin method for stochastic wave equations driven by space-time white noise

被引:26
|
作者
Cao, Yanzhao [1 ]
Yin, Li
机构
[1] Florida A&M Univ, Dept Math, Tallahassee, FL 32307 USA
[2] Jilin Univ, Dept Math, Changchun 130023, Jilin, Peoples R China
关键词
stochastic wave equation; spectral Galerkin method; error estimates;
D O I
10.3934/cpaa.2007.6.607
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper is concerned with numerical approximations of stochastic wave equations driven by additive space-time white noise in one dimensional space. Convergence analysis and error estimates are presented for the numerical solutions based on the spectral Galerkin method with discretization in space variable. We obtain an estimate for the convergence rate. Comparing with the result of the finite difference approximation of Quer-Sardanyons and Sanz-Sole, the spectral Galerkin method enjoys higher convergence rate. Our error estimate is comparable to the error estimate of another finite difference scheme recently constructed by Walsh. However, our analysis is much simpler and our algorithm is easier to implemented.
引用
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页码:607 / 617
页数:11
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