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

Authors

  • Guillaume Fenger LAMFA CNRS UMR 7352, Universit´e de Picardie Jules Verne, 33, rue Saint-Leu, 80039 Amiens, France.
  • Olivier Goubet LAMFA, UMR CNRS 7352, Universit´e de Picardie Jules Verne, 33 rue St Leu, 80039, Amiens Cedex, France
  • Youcef Mammeri LAMFA CNRS UMR 7352, Universit´e de Picardie Jules Verne, 33, rue Saint-Leu, 80039 Amiens, France.

DOI:

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

Keywords:

Stochastic long wave equations, midpoint scheme, strong order of convergence.

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.

Downloads

Published

2019-08-27

Abstract View

  • 47064

Pdf View

  • 3644

Issue

Vol. 26 No. 5 (2019)

Section

Articles

How to Cite

Numerical Analysis of the Midpoint Scheme for the Generalized Benjamin-Bona-Mahony Equation with White Noise Dispersion. (2019). Communications in Computational Physics, 26(5), 1397-1414. https://doi.org/10.4208/cicp.2019.js60.02