Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise
نویسندگان
چکیده
Semidiscrete finite element approximation of the linear stochastic wave equation 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 multi-dimensional domains and spatially correlated noise. Numerical examples illustrate the theory.
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عنوان ژورنال:
- SIAM J. Numerical Analysis
دوره 48 شماره
صفحات -
تاریخ انتشار 2010