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• W3100611902 abstract "A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal approximation. This explicit time integrator allows for error bounds independent of the space discretisation and thus do not have a step size restriction as in the often used Stormer-Verlet-leap-frog scheme. Moreover it enjoys a trace formula as does the exact solution of our problem. These favourable properties are demonstrated with numerical experiments." @default.
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• W3100611902 date "2013-01-01" @default.
• W3100611902 modified "2023-10-14" @default.
• W3100611902 title "A Trigonometric Method for the Linear Stochastic Wave Equation" @default.
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• W3100611902 doi "https://doi.org/10.1137/12087030x" @default.
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