Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise

Henryk Leszczyński and Monika Wrzosek

Mathematische Nachrichten, 2023, vol. 296, issue 2, 689-700

Abstract: 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.

Date: 2023
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https://doi.org/10.1002/mana.202000467

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