In this paper, we propose and analyze semi-implicit numerical schemes for the stochastic wave equation (SWE) with general nonlinearity and multiplicative noise. These numerical schemes, called stochastic scalar auxiliary variable (SAV) schemes, are constructed by transforming the considered SWE into a higher dimensional stochastic system with a stochastic SAV. We prove that they can be solved explicitly and preserve the modified energy evolution law and the regularity structure of the original system. These structure-preserving properties are the keys to overcoming the mutual effect of the noise and nonlinearity. By proving new regularity estimates of the introduced SAV, we establish the strong convergence rate of stochastic SAV schemes and the further fully-discrete schemes with the finite element method in spatial direction. To the best of our knowledge, this is the first result on the construction and strong convergence of semi-implicit energy-preserving schemes for nonlinear SWE.
翻译:在本文中,我们提议和分析具有一般非线性和多倍性噪音的蒸汽波方程式(SWE)的半隐性数字方案。这些称为蒸汽卡路里辅助变量(SAV)方案的数字方案,是通过将所考虑的SWE转换成一个具有随机性SAV的更高维度的蒸汽系统而构建的。我们证明它们可以明确解决,并保留经过修改的能源演变法和原系统的常规结构。这些结构保护特性是克服噪音和非线性相互影响的关键。我们通过证明引进的SAV的新的定期性估计,建立了蒸汽辅助变量和与空间方向的有限元素法的进一步完全分解办法的强烈趋同率。根据我们所知,这是为非线性SWE构建和紧密结合半隐性能源保护计划的第一个结果。