Optimal order time discretizations for stochastic semilinear wave equations with multiplicative noise

TL;DR

This paper introduces two implicit time discretization methods for stochastic semilinear wave equations with multiplicative noise, proving their energy stability and convergence properties, supported by numerical validation.

Contribution

The paper develops two novel implicit discretization schemes for stochastic wave equations, demonstrating their stability and optimal convergence rates with new analytical techniques.

Findings

Both methods are energy-stable.

First method converges linearly in energy norm.

Second method achieves $ au^{3/2}$ convergence in $L^2$ norm.

Abstract

This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known time-discrete schemes for deterministic wave equations, hence, they are easy to implement. It is proved that both methods are energy-stable. Moreover, the first method is shown to converge with the linear order in the energy norm, while the second method converges with the $\mathcal{O}(\tau^{\frac32})$ order in the $L^2$-norm, which is optimal with respect to the time regularity of the solution to the underlying stochastic PDE. The convergence analyses of both methods, which are different and quite involved, require some novel numerical techniques to overcome difficulties caused by the nonlinear noise term and the interplay between nonlinear drift and diffusion. Numerical experiments are provided to validate the sharpness of the theoretical error estimate results.