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Your search keyword '"Panda, Akash Ashirbad"' showing total 5 results
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5 results on '"Panda, Akash Ashirbad"'

1. Higher order time discretization for the stochastic semilinear wave equation with multiplicative noise

Author

Feng, Xiaobing, Panda, Akash Ashirbad, and Prohl, Andreas

Subjects
Mathematics - Numerical Analysis, 65M12, 65C20, 60H10, 60H15, 60H35, 65C30
Abstract

In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a variational method for its error analysis and prove an improved convergence order of 3/2 for the approximates of the solution. The core of the analysis is Holder continuity in time and moment bounds for the solutions of the continuous and the discrete problem. Computational experiments are also presented., Comment: 41 pages, 6 figures

Published
2022

5. Higher order time discretization for the stochastic semilinear wave equation with multiplicative noise.

Author

Feng, Xiaobing, Panda, Akash Ashirbad, and Prohl, Andreas

Subjects
NOISE, WAVE equation
Abstract

In this paper, a higher order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ variational method for its error analysis and prove an improved convergence order of |$\frac 32$| for the approximates of the solution. The core of the analysis is Hölder continuity in time and moment bounds for the solutions of the continuous and the discrete problem. Computational experiments are also presented. [ABSTRACT FROM AUTHOR]

Published
2024
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