KMS Of Academy of mathematics and systems sciences, CAS
| Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise | |
| Hong, Jialin1,2; Hou, Baohui1; Sun, Liying1 | |
| 2022-02-15 | |
| Source Publication | JOURNAL OF COMPUTATIONAL PHYSICS
 |
| ISSN | 0021-9991 |
| Volume | 451Pages:20 |
| Abstract | 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. |
| Keyword | Compact finite difference method Interior penalty discontinuous Galerkin finite element method Pade approximation Averaged energy evolution law Stochastic wave equation Multiplicative noise |
| DOI | 10.1016/j.jcp.2021.110829 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | 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 Research Area | Computer Science ; Physics |
| WOS Subject | Computer Science, Interdisciplinary Applications ; Physics, Mathematical |
| WOS ID | WOS:000762477300004 |
| Publisher | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/60134 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Hou, Baohui |
| Affiliation | 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 |
| Recommended Citation 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. |
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