Andreas Prohl

Andreas Prohl

 

Department of Mathematics, University of Tübingen, Germany

Page web: https://fit.uni-tuebingen.de/Portfolio/Details?id=957 

Title: Numerics for the stochastic wave equation

Abstract: I propose a higher-order time-discretization scheme, where iterates approximate the solution of the stochastic semilinear equation with multiplicative noise. I use variational methods to derive strong order 3/2 for the approximates. Key steps to accomplish this result are Hoelder continuity in time and moment bounds for the solutions of the continuous and the discrete problem. - This is joint work with X. Feng (UTK Knoxville) and A. Panda (IIT Bhubaneswar).