Newtons method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion

We consider nonlinear stochastic wave equations driven by one-dimensional white noise with respect to time. The existence of solutions is proved by means of Picard iterations. Next we apply Newton's method. Moreover, a second-order convergence in a probabilistic sense is demonstrated.

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Henryk Leszczyński, Monika Wrzosek
Μορφή: Άρθρο
Γλώσσα:English
Έκδοση: AIMS Press 2017-01-01
Σειρά:Mathematical Biosciences and Engineering
Θέματα:
Διαθέσιμο Online:https://www.aimspress.com/article/doi/10.3934/mbe.2017015