Galerkin Finite Element Approximation of a Stochastic Semilinear Fractional Wave Equation Driven by Fractionally Integrated Additive Noise

We investigate the application of the Galerkin finite element method to approximate a stochastic semilinear space–time fractional wave equation. The equation is driven by integrated additive noise, and the time fractional order <inline-formula><math xmlns="http://www.w3.org/1998/Math/M...

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Main Authors: Bernard A. Egwu, Yubin Yan
Format: Article
Language:English
Published: MDPI AG 2023-05-01
Series:Foundations
Subjects:
Online Access:https://www.mdpi.com/2673-9321/3/2/23
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author Bernard A. Egwu
Yubin Yan
author_facet Bernard A. Egwu
Yubin Yan
author_sort Bernard A. Egwu
collection DOAJ
description We investigate the application of the Galerkin finite element method to approximate a stochastic semilinear space–time fractional wave equation. The equation is driven by integrated additive noise, and the time fractional order <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>α</mi><mo>∈</mo><mo>(</mo><mn>1</mn><mo>,</mo><mn>2</mn><mo>)</mo></mrow></semantics></math></inline-formula>. The existence of a unique solution of the problem is proved by using the Banach fixed point theorem, and the spatial and temporal regularities of the solution are established. The noise is approximated with the piecewise constant function in time in order to obtain a stochastic regularized semilinear space–time wave equation which is then approximated using the Galerkin finite element method. The optimal error estimates are proved based on the various smoothing properties of the Mittag–Leffler functions. Numerical examples are provided to demonstrate the consistency between the theoretical findings and the obtained numerical results.
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spelling doaj.art-ff0026a5d67541a5a176864c60737c4c2023-11-18T10:28:57ZengMDPI AGFoundations2673-93212023-05-013229032210.3390/foundations3020023Galerkin Finite Element Approximation of a Stochastic Semilinear Fractional Wave Equation Driven by Fractionally Integrated Additive NoiseBernard A. Egwu0Yubin Yan1Department of Physical, Mathematical and Engineering Sciences, University of Chester, Chester CH1 4BJ, UKDepartment of Physical, Mathematical and Engineering Sciences, University of Chester, Chester CH1 4BJ, UKWe investigate the application of the Galerkin finite element method to approximate a stochastic semilinear space–time fractional wave equation. The equation is driven by integrated additive noise, and the time fractional order <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>α</mi><mo>∈</mo><mo>(</mo><mn>1</mn><mo>,</mo><mn>2</mn><mo>)</mo></mrow></semantics></math></inline-formula>. The existence of a unique solution of the problem is proved by using the Banach fixed point theorem, and the spatial and temporal regularities of the solution are established. The noise is approximated with the piecewise constant function in time in order to obtain a stochastic regularized semilinear space–time wave equation which is then approximated using the Galerkin finite element method. The optimal error estimates are proved based on the various smoothing properties of the Mittag–Leffler functions. Numerical examples are provided to demonstrate the consistency between the theoretical findings and the obtained numerical results.https://www.mdpi.com/2673-9321/3/2/23stochastic fractional wave equationintegrated additive noiseCaputo derivativefinite element methodoptimal error estimates
spellingShingle Bernard A. Egwu
Yubin Yan
Galerkin Finite Element Approximation of a Stochastic Semilinear Fractional Wave Equation Driven by Fractionally Integrated Additive Noise
Foundations
stochastic fractional wave equation
integrated additive noise
Caputo derivative
finite element method
optimal error estimates
title Galerkin Finite Element Approximation of a Stochastic Semilinear Fractional Wave Equation Driven by Fractionally Integrated Additive Noise
title_full Galerkin Finite Element Approximation of a Stochastic Semilinear Fractional Wave Equation Driven by Fractionally Integrated Additive Noise
title_fullStr Galerkin Finite Element Approximation of a Stochastic Semilinear Fractional Wave Equation Driven by Fractionally Integrated Additive Noise
title_full_unstemmed Galerkin Finite Element Approximation of a Stochastic Semilinear Fractional Wave Equation Driven by Fractionally Integrated Additive Noise
title_short Galerkin Finite Element Approximation of a Stochastic Semilinear Fractional Wave Equation Driven by Fractionally Integrated Additive Noise
title_sort galerkin finite element approximation of a stochastic semilinear fractional wave equation driven by fractionally integrated additive noise
topic stochastic fractional wave equation
integrated additive noise
Caputo derivative
finite element method
optimal error estimates
url https://www.mdpi.com/2673-9321/3/2/23
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