Evolution of probability distribution in time for solutions of hyperbolic equations

DOI10.1007/S10915-009-9284-2MaRDI QIDQ618492zbMATH OpenOpenAlexFDO

Authors C. Jung

Publication date 16 January 2011

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10915-009-9284-2

zbMATH Keywords

evolution of probability distributionMaxwell equationMonte Carlo integrationMonte Carlo simulationrandom interfacerandom mediastochastic partial differential equation

Mathematics Subject Classification ID

Hyperbolic equations and hyperbolic systems (35Lxx) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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Cited in

(4)

• Evolution equations for the probabilistic generalization of the Voigt profile function
• A review on stochastic multi-symplectic methods for stochastic Maxwell equations
• Maxwell solutions in media with random interfaces
• Discontinuous Galerkin methods for stochastic Maxwell equations with multiplicative noise

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