Weak Convergence Rates for Spatial Spectral Galerkin Approximations of Semilinear Stochastic Wave Equations with Multiplicative Noise

• Published in: Applied mathematics & optimization Vol. 84; no. Suppl 2; pp. 1187 - 1217
• Main Authors: Jacobe de Naurois, Ladislas, Jentzen, Arnulf, Welti, Timo
• Format: Journal Article
• Language: English
• Published: New York Springer US 01.12.2021; Springer Nature B.V
• Subjects: Approximation; Calculus of Variations and Optimal Control; Optimization; Control; Convergence; Diffusion coefficient; Diffusion rate; Galerkin method; Heat transmission; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematical models; Mathematics; Mathematics and Statistics; Noise; Norms; Numerical and Computational Physics; Simulation; Systems Theory; Theoretical; Wave equations; stochastic wave equations; hyperbolic Anderson model; weak convergence; multiplicative noise; spatial approximation

Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring. Semilinear stochastic wave equations can typically not be solved explicitly, but the literature contains a number of r...