Well‐posedness and error analysis of wave equations with Markovian switching

Abstract

Compared to traditional partial differential equation modeling methods, Markov switching models can accurately capture the abrupt changes or jumps that complex systems often experience in the real world. In this paper, we propose a novel wave equation model with Markovian switching to represent complex systems with state‐jumping phenomena better, and the well‐posedness of the model is proved. In addition, a numerical method with non‐uniform grids is also proposed for the proposed model to simulate the data in realistic situations, which is based on the use of finite element discretization in space and central difference discretization in time. Finally, we conduct several experiments to analyze the errors and stability of the proposed model and the traditional model. The results show that the Markov switching model proposed in this paper has a smaller error than the traditional models while ensuring stability and can more accurately simulate the state jump phenomena of real‐world systems.