Numerical approximation and simulation of the stochastic wave equation on the sphere
Preprint, 2021

Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods.Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of the driving noise and the initial conditions. Numerical experiments confirm the theoretical rates.The developed numerical method is extended to stochastic wave equations on higher-dimensional spheres and to the free stochastic Schrödinger equation on the unit sphere.

Författare

David Cohen

Chalmers, Matematiska vetenskaper, Tillämpad matematik och statistik

Annika Lang

Chalmers, Matematiska vetenskaper, Tillämpad matematik och statistik

Numerisk analys och simulering av PDE med slumpmässig dispersion

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Efficienta approximeringsmetoder för stokastiska fält på mångfalder

Vetenskapsrådet (VR), 2021-01-01 -- 2024-12-31.

Ämneskategorier

Beräkningsmatematik

Matematisk analys

Relaterade dataset

URI: https://arxiv.org/abs/2102.04224

Mer information

Skapat

2021-02-09