Numerical methods for hyperbolic SPDEs: a Wiener chaos approach (Q483625): Difference between revisions

In this paper, Wiener chaos expansion is applied to the numerical scheme for reducing stochastic hyperbolic differential equations into a hierarchy of PDEs. This method is applied to the stochastic wave equation and the stochastic Klein-Gordon equation. In comparison with the usual MMC approach, it can save computing time in evaluating the moment of the solution process.