Numerical Analysis of the Midpoint Scheme for the Generalized Benjamin-Bona-Mahony Equation with White Noise Dispersion

Numerical Analysis of the Midpoint Scheme for the Generalized Benjamin-Bona-Mahony Equation with White Noise Dispersion

Year:    2019

Author:    Guillaume Fenger, Olivier Goubet, Youcef Mammeri

Communications in Computational Physics, Vol. 26 (2019), Iss. 5 : pp. 1397–1414

Abstract

We consider a midpoint scheme to approximate analytical solutions to a white noise driven BBM equation that reads du−duxx+ux ◦dW+upuxdt=0. We prove the well-posedness of the time-discrete approximation scheme and we provide the strong error order, which is 1.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/cicp.2019.js60.02

Communications in Computational Physics, Vol. 26 (2019), Iss. 5 : pp. 1397–1414

Published online:    2019-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    18

Keywords:    Stochastic long wave equations midpoint scheme strong order of convergence.

Author Details

Guillaume Fenger

Olivier Goubet

Youcef Mammeri

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