Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise

doi:10.1016/j.jcp.2021.110829

	Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
	Hong, Jialin 1,2; Hou, Baohui 1; Sun, Liying 1
刊名	JOURNAL OF COMPUTATIONAL PHYSICS
	2022-02-15
卷号	451 页码:20
关键词	Compact finite difference method Interior penalty discontinuous Galerkin finite element method Pade approximation Averaged energy evolution law Stochastic wave equation Multiplicative noise
ISSN号	0021-9991
DOI	10.1016/j.jcp.2021.110829
英文摘要	In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and the interior penalty discontinuous Galerkin finite element method to discretize space variable and present two semi-discrete schemes, respectively. Then we make use of the discrete gradient method and the Pade approximation to propose efficient fully-discrete schemes. These semi-discrete and fully-discrete schemes are proved to preserve the discrete averaged energy evolution law. In particular, we also prove that the proposed fully-discrete schemes exactly inherit the energy evolution law almost surely if the considered model is driven by additive noise. Numerical experiments are given to confirm theoretical findings. (C) 2021 Elsevier Inc. All rights reserved.
资助项目	National Natural Science Foundation of China[11971470] ; National Natural Science Foundation of China[11871068] ; National Natural Science Foundation of China[12031020] ; National Natural Science Foundation of China[12022118] ; National Natural Science Foundation of China[12101596] ; National Natural Science Foundation of China[12171047] ; China Postdoctoral Science Foundation[2021M693339] ; China Postdoctoral Science Foundation[2021M690163] ; China Postdoctoral Science Foundation[BX2021345]
WOS研究方向	Computer Science ; Physics
语种	英语
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
WOS记录号	WOS:000762477300004
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/60133]
专题	中国科学院数学与系统科学研究院
通讯作者	Hou, Baohui
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
推荐引用方式 GB/T 7714	Hong, Jialin,Hou, Baohui,Sun, Liying. Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise[J]. JOURNAL OF COMPUTATIONAL PHYSICS,2022,451:20.
APA	Hong, Jialin,Hou, Baohui,&Sun, Liying.(2022).Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise.JOURNAL OF COMPUTATIONAL PHYSICS,451,20.
MLA	Hong, Jialin,et al."Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise".JOURNAL OF COMPUTATIONAL PHYSICS 451(2022):20.