Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise

Authors:
Mihály Kovács;Stig Larsson;Fardin Saedpanah
Affiliations:
mkovacs@maths.otago.ac.nz;stig@chalmers.se and fardin@chalmers.se;-
Venue:
SIAM Journal on Numerical Analysis
Year:
2010

Citing 3
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Abstract

Semidiscrete finite element approximation of the linear stochastic wave equation (LSWE) with additive noise is studied in a semigroup framework. Optimal error estimates for the deterministic problem are obtained under minimal regularity assumptions. These are used to prove strong convergence estimates for the stochastic problem. The theory presented here applies to multidimensional domains and spatially correlated noise. Numerical examples illustrate the theory.