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arxiv: 1512.09260 · v2 · pith:ZEEP2F7Bnew · submitted 2015-12-31 · 🧮 math.PR

Nonlinear stochastic evolution equations of second order with damping

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keywords dampingdiscretizationevolutionnonlinearorderschemesecondstochastic
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Convergence of a full discretization of a second order stochastic evolution equation with nonlinear damping is shown and thus existence of a solution is established. The discretization scheme combines an implicit time stepping scheme with an internal approximation. Uniqueness is proved as well.

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