Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise.
- Resource Type
- Article
- Authors
- Leszczyński, Henryk; Wrzosek, Monika
- Source
- Mathematische Nachrichten. Feb2023, Vol. 296 Issue 2, p689-700. 12p.
- Subject
- *NEWTON-Raphson method
*WAVE equation
*AERODYNAMIC noise
- Language
- ISSN
- 0025-584X
Semilinear wave equations with additive or one‐dimensional noise are treatable by various iterative and numerical methods. We study more difficult models of semilinear wave equations with infinite dimensional multiplicative spatially correlated noise. Our proof of probabilistic second‐order convergence of some iterative methods is based on Da Prato and Zabczyk's maximal inequalities. [ABSTRACT FROM AUTHOR]