On numerical solutions of the stochastic wave equation

zbMath1108.60058MaRDI QIDQ2505493

John B. Walsh

Publication date: 26 September 2006

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

mild solutionspace-time white noise\(L_p\)-convergenceleap frogupper bound for the errorlower bound for the error

Mathematics Subject Classification ID

Wave equation (35L05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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