Nonlinear stochastic evolution equations of second order with damping

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• 作者：Etienne Emmrich ; David Šiška
• 关键词：Stochastic evolution equation of second order ; Monotone operator ; Full discretization ; Convergence ; Existence ; Uniqueness
• 刊名：Stochastics and Partial Differential Equations: Analysis and Computations
• 出版年：2017
• 出版时间：March 2017
• 年：2017
• 卷：5
• 期：1
• 页码：81-112
• 全文大小：
• 刊物主题：Probability Theory and Stochastic Processes; Partial Differential Equations; Statistical Theory and Methods; Computational Mathematics and Numerical Analysis; Computational Science and Engineering; Nu
• 出版者：Springer US
• ISSN：2194-041X
• 卷排序：5

文摘

Convergence of a full discretization of a second order stochastic evolution equation with nonlinear damping is shown and thus existence of a solution is established. The discretization scheme combines an implicit time stepping scheme with an internal approximation. Uniqueness is proved as well.