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Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
Hong, Jialin1,2; Hou, Baohui1; Sun, Liying1
2022-02-15
Source PublicationJOURNAL OF COMPUTATIONAL PHYSICS
ISSN0021-9991
Volume451Pages:20
AbstractIn 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.
KeywordCompact finite difference method Interior penalty discontinuous Galerkin finite element method Pade approximation Averaged energy evolution law Stochastic wave equation Multiplicative noise
DOI10.1016/j.jcp.2021.110829
Indexed BySCI
Language英语
Funding ProjectNational 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 AreaComputer Science ; Physics
WOS SubjectComputer Science, Interdisciplinary Applications ; Physics, Mathematical
WOS IDWOS:000762477300004
PublisherACADEMIC PRESS INC ELSEVIER SCIENCE
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/60134
Collection中国科学院数学与系统科学研究院
Corresponding AuthorHou, Baohui
Affiliation1.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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