A fully discrete approximation of the one-dimensional stochastic wave equation
David Cohen (Ume°a universitet, Sweden)
A fully discrete approximation of one-dimensional nonlinear stochastic wave equations driven
by multiplicative noise is presented. A standard finite difference approximation is used in space
and a stochastic trigonometric method for the temporal approximation.
This explicit time integrator allows for error bounds uniformly in time and space.
Moreover, uniform almost sure convergence of the numerical solution is proved.
This is a joint work with Lluís Quer-Sardanyons, Universitat Autònoma de Barcelona