Special Session 18: 

Stochastic Wave Equations with Power-Law Nonlinearities

Henri Schurz
SIU
USA
Co-Author(s):    Henri Schurz
Abstract:
Semi-linear wave equations with power-law nonlinearities and Q-regular space-time white noise on rectangular domains are considered both analytically and numerically. These SPDEs describe the displacement of noisy strings or membranes in mechanical engineering, laser dynamics or chemical processes. We discuss their analysis by the eigenfunction approach allowing us to truncate the corresponding infinite-dimensional stochastic systems, to control its error, energy, existence, uniqueness and stability. The truncated system of ordinary SDEs is numerically integrated by partial-implicit, midpoint-based difference methods. These nonstandard methods control the growth of related mean energy functional with time $t$. To understand the qualitative behavior of both analytical solutions and numerical approximations, we investigate the existence and uniqueness of approximative strong solutions using energy-type methods (i.e. by Lyapunov-type functionals).