Applied Analysis Seminar - Abstracts
Talk
Thursday, 6 February 2020, 13:30-14:30 in HG03.054
Jeta Molla (Heriot-Watt University)
Fully discrete discontinuous Galerkin finite element method for
the stochastic wave equation with additive noise.
Abstract
We consider the fully discrete approximation of the linear stochastic wave equation
driven by additive noise. The interior penalty discontinuous Galerkin finite element
method is used in space and optimal strong error estimates are derived for the semidiscrete
formulation. The time discretization is based on a stochastic extension of the position
Stormer-Verlet method. We study the stability and convergence rates of the full discretization
for the deterministic problem. These results are used to prove strong convergence estimates for
the fully discrete stochastic problem.
We present numerical experiments in order to verify the theory.
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