Numerical methods for hyperbolic SPDEs: a Wiener chaos approach (Q483625): Difference between revisions
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Revision as of 00:24, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for hyperbolic SPDEs: a Wiener chaos approach |
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Numerical methods for hyperbolic SPDEs: a Wiener chaos approach (English)
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17 December 2014
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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.
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stochastic hyperbolic PDEs
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Wiener chaos expansion
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numerical methods
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stochastic wave equation
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stochastic Klein-Gordon equation
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