Space Semi-Discretisations for a Stochastic Wave Equation

Springer Science and Business Media LLC - Tập 24 - Trang 303-332 - 2006
Lluís Quer-Sardanyons1, Marta Sanz-Solé1
1Facultat de Matemàtiques, Universitat de Barcelona, Barcelona, Spain

Tóm tắt

We study an approximation scheme for a nonlinear stochastic wave equation in one-dimensional space, driven by a spacetime white noise. The sequence of approximations is obtained by discretisation of the Laplacian operator. We prove L p -convergence to the solution of the equation and determine the rate of convergence. As a corollary, almost sure convergence, uniformly in time and space, is also obtained. Finally, the speed of convergence is tested numerically.

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