In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a variational method for its error analysis and prove an improved convergence order of 3/2 for the approximates of the solution. The core of the analysis is Holder continuity in time and moment bounds for the solutions of the continuous and the discrete problem. Computational experiments are also presented.
翻译:在本文中,提出了更高的顺序时间分解办法,在这种办法中,迭代近似由多倍噪声驱动的随机半线性半线性波方程的解决方案,并进行一般漂移和扩散,我们采用变式方法进行错误分析,并证明对解决办法的近似值而言,趋同顺序提高了3/2,分析的核心是连续和离散问题解决方案的时间和时间的连续性。还介绍了计算实验。