Newton’s method for nonlinear stochastic wave equations

Author:

Leszczyński Henryk1,Wrzosek Monika1

Affiliation:

1. Institute of Mathematics , University of Gdańsk , Wita Stwosza 57, 80-952 Gdańsk , Poland

Abstract

Abstract We consider nonlinear stochastic wave equations driven by time-space white noise. The existence of solutions is proved by the method of successive approximations. Next we apply Newton’s method. The main result concerning its first-order convergence is based on Cairoli’s maximal inequalities for two-parameter martingales. Moreover, a second-order convergence in a probabilistic sense is demonstrated.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,General Mathematics

Reference58 articles.

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5. Z. Brzeźniak and M. Ondreját, Strong solutions to stochastic wave equations with values in Riemannian manifolds, J. Funct. Anal. 253 (2007), no. 2, 449–481.

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