Numerical Analysis of the Midpoint Scheme for the Generalized Benjamin-Bona-Mahony Equation with White Noise Dispersion
Résumé
We consider a midpoint scheme to approximate analytical solutions to a white noise driven BBM equation that reads du-du(xx)+u(x)circle dw+u(p)u(x)dt=0. We prove the well-posedness of the time-discrete approximation scheme and we provide the strong error order, which is 1.