In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and the interior penalty discontinuous Galerkin finite element method to discretize space variable and present two semi-discrete schemes, respectively. Then we make use of the discrete gradient method and the Pad\'e approximation to propose efficient fully-discrete schemes. These semi-discrete and fully-discrete schemes are proved to preserve the discrete averaged energy evolution law. In particular, we also prove that the proposed fully-discrete schemes exactly inherit the averaged energy evolution law almost surely if the considered model is driven by additive noise. Numerical experiments are given to confirm theoretical findings.
翻译:在本文中,我们侧重于为由多倍噪音驱动的非线性随机波变方程式制定维护平均能量演变法的数字计划。我们首先采用紧凑的有限差分法和不连续的加列尔金限制要素法分别区分空间变量和提出两种半分解办法。然后我们利用离散梯度法和帕德近似法提出高效的全分解办法。这些半分解和完全分解的办法证明能够维护离散平均能量演变法。特别是,我们还证明拟议的完全分解办法完全继承了平均能量演变法,如果所考虑的模型是由添加噪音驱动的话,则几乎可以肯定地继承平均能量演变法。