Weak approximation of the stochastic wave equation (Q711221)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of the stochastic wave equation |
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Weak approximation of the stochastic wave equation (English)
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25 October 2010
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The expectation of a functional of the solution of the stochastic wave equation driven by a space-time white noise is approximated by the leap-frog scheme. The accuracy of this scheme is shown to be of order two which is the same as that in the deterministic case.
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stochastic wave equation
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space-time white noise
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leap-frog scheme
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