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arXiv · 2009.07710

Strong convergence of a Verlet integrator for the semi-linear stochastic wave equation

Lehel Banjai·Gabriel Lord·Jeta Molla
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Abstract

The full discretization of the semi-linear stochastic wave equation is considered. The discontinuous Galerkin finite element method is used in space and analyzed in a semigroup framework, and an explicit stochastic position Verlet scheme is used for the temporal approximation. We study the stability under a CFL condition and prove optimal strong convergence rates of the fully discrete scheme. Numerical experiments illustrate our theoretical results. Further, we analyze and bound the expected energy and numerically show excellent agreement with the energy of the exact solution.

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Lehel Banjai, Gabriel Lord, Jeta Molla. 2020-09-16. Strong convergence of a Verlet integrator for the semi-linear stochastic wave equation. https://arxiv.org/abs/2009.07710

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