Computing rough solutions of the stochastic nonlinear wave equation

Autor: Cao, Jiachuan, Li, Buyang, Schratz, Katharina
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: The regularity of solutions to the stochastic nonlinear wave equation plays a critical role in the accuracy and efficiency of numerical algorithms. Rough or discontinuous initial conditions pose significant challenges, often leading to a loss of accuracy and reduced computational efficiency in existing methods. In this study, we address these challenges by developing a novel and efficient numerical algorithm specifically designed for computing rough solutions of the stochastic nonlinear wave equation, while significantly relaxing the regularity requirements on the initial data. By leveraging the intrinsic structure of the stochastic nonlinear wave equation and employing advanced tools from harmonic analysis, we construct a time discretization method that achieves robust convergence for initial values \((u^{0}, v^{0}) \in H^{\gamma} \times H^{\gamma-1}\) for all \(\gamma > 0\). Notably, our method attains an improved error rate of \(O(\tau^{2\gamma-})\) in one and two dimensions for \(\gamma \in (0, \frac{1}{2}]\), and \(O(\tau^{\max(\gamma, 2\gamma - \frac{1}{2}-)})\) in three dimensions for \(\gamma \in (0, \frac{3}{4}]\), where \(\tau\) denotes the time step size. These convergence rates surpass those of existing numerical methods under the same regularity conditions, underscoring the advantage of our approach. To validate the performance of our method, we present extensive numerical experiments that demonstrate its superior accuracy and computational efficiency compared to state-of-the-art methods. These results highlight the potential of our approach to enable accurate and efficient simulations of stochastic wave phenomena even in the presence of challenging initial conditions.
Databáze: arXiv