We consider the time discretization of fractional stochastic wave equation with Gaussian noise, which is negatively correlated. Major obstacles to design and analyze time discretization of stochastic wave equation come from the approximation of stochastic convolution with respect to fractional Brownian motion. Firstly, we discuss the smoothing properties of stochastic convolution by using integration by parts and covariance function of fractional Brownian motion. Then the regularity estimates of the mild solution of fractional stochastic wave equation are obtained. Next, we design the time discretization of stochastic convolution by integration by parts. Combining stochastic trigonometric method and approximation of stochastic convolution, the time discretization of stochastic wave equation is achieved. We derive the error estimates of the time discretization. Under certain assumptions, the strong convergence rate of the numerical scheme proposed in this paper can reach $\frac{1}{2}+H$. Finally, the convergence rate and computational efficiency of the numerical scheme are illustrated by numerical experiments.
翻译:我们考虑的是小孔相波方程式与高西亚噪音之间的时间分解,这是负相关。设计和分析随机波方程式的时间分解的主要障碍来自与小棕色运动的相近的分解变异。首先,我们通过使用分数分解的部件和分数布朗运动的共变函数来讨论随机相混合的特性。然后,获得对分数分解波方程式的轻解法的定期估计。接着,我们设计通过各部分集成的分解共变时间分解。结合了随机三角测量法和相近的相交共变异法,实现了时间分解变异。我们得出时间分解的误差估计。根据某些假设,本文提出的数字方法的强烈趋同率可以达到$\frac{1 ⁇ 2 ⁇ H$。最后,数字方法的汇合率和计算效率可以通过数字实验加以说明。