Analysis and discretization of semi-linear stochastic wave equations with cubic nonlinearity and additive space-time noise
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One-dimensional wave equations with cubic power law perturbed by
Q-regular additive space-time random noise are considered. These
models describe the displacement of nonlinear strings excited by
state-independent random external forces. The presented analysis is
based on the representation of its solution in form of
Fourier-series expansions along the eigenfunctions of Laplace
operator with continuous, Markovian, unique Fourier coefficients
(the so-called commutative case). We shall discuss existence and
uniqueness of Fourier solutions using energy-type methods based on
the construction of Lyapunov-functions. Appropriate truncations and
finite-dimensional approximations are presented while exploiting the
explicit knowledge on eigenfunctions of related second order
differential operators. Moreover, some nonstandard partial-implicit
difference methods for their numerical integration are suggested in
order to control its energy functional in a dynamically consistent
fashion. The generalized energy $\cE$ (sum of kinetic, potential and
damping energy) is governed by the linear relation $\E [\varepsilon(t)] =
\E [\varepsilon(0)] + b^2 trace (Q) t / 2$ in time $t \ge 0$, where $b$ is
the scalar intensity of noise and $Q$ its covariance operator.