Add to ORKGA fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretization and a stochastic trigonometric scheme for the temporal approximation. This explicit time integrator allows for error bounds independent of the space discretization and thus does not have a step-size restriction as in the often used Störmer--Verlet-leap-frog scheme. Moreover, it enjoys a trace formula as does the exact solution of our problem. These favorable properties are demonstrated with numerical experiments
Stochastic partial differential equations (SPDEs) have during the past decades become an important t...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is pr...
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is pr...
We develop a general convergence analysis for a class of inexact Newton-type regularizations for sta...
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is pr...
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is pr...
A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative ...
A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative ...
A fully discrete approximation of the semilinear stochastic wave equation driven by multiplicative n...
A fully discrete approximation of one-dimensional nonlinear stochastic wave equations driven by mult...
Semidiscrete finite element approximation of the linear stochastic wave equation (LSWE) with additiv...
Stochastic partial differential equations (SPDEs) have during the past decades become an important t...
Stochastic partial differential equations (SPDEs) have during the past decades become an important t...
Stochastic partial differential equations (SPDEs) have during the past decades become an important t...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is pr...
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is pr...
We develop a general convergence analysis for a class of inexact Newton-type regularizations for sta...
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is pr...
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is pr...
A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative ...
A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative ...
A fully discrete approximation of the semilinear stochastic wave equation driven by multiplicative n...
A fully discrete approximation of one-dimensional nonlinear stochastic wave equations driven by mult...
Semidiscrete finite element approximation of the linear stochastic wave equation (LSWE) with additiv...
Stochastic partial differential equations (SPDEs) have during the past decades become an important t...
Stochastic partial differential equations (SPDEs) have during the past decades become an important t...
Stochastic partial differential equations (SPDEs) have during the past decades become an important t...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...