Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
文献类型：期刊论文
| 作者 | Hong, Jialin1,2; Hou, Baohui2; Sun, Liying2 |
| 刊名 | JOURNAL OF COMPUTATIONAL PHYSICS
 |
| 出版日期 | 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 |
| WOS记录号 | WOS:000762477300004 |
| 出版者 | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| 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.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100190, 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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