论文标题
随机半线性波方程的高阶时间离散化具有乘法噪声
Higher order time discretization for the stochastic semilinear wave equation with multiplicative noise
论文作者
论文摘要
在本文中，提出了一个高阶时间消费方案，其中迭代近似于由乘法噪声驱动的随机半线性波方程的解决方案，并具有一般的漂移和扩散。我们采用了一种差异方法进行其误差分析，并证明解决方案的近似值的收敛顺序为3/2。分析的核心是持有人的连续和离散问题解决方案的持有人连续性。还提出了计算实验。
In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a variational method for its error analysis and prove an improved convergence order of 3/2 for the approximates of the solution. The core of the analysis is Holder continuity in time and moment bounds for the solutions of the continuous and the discrete problem. Computational experiments are also presented.
