Exact and fast numerical algorithms for the stochastic wave equation

DOI10.1080/00207160310001606043MaRDI QIDQ4467349zbMATH OpenOpenAlexFDO

Authors Gerhard Winkler, Andreas Martin, S. M. Prigarin

Publication date 9 June 2004

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.92.7337

zbMATH Keywords

algorithmsCauchy problemisonormal processnumerical examplesstochastic wave equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) 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)

Recommendations

• On numerical solutions of the stochastic wave equation
• Numerical approximation and simulation of the stochastic wave equation on the sphere
• A fully discrete approximation of the one-dimensional stochastic wave equation
• Adaptive wavelet methods for the stochastic Poisson equation
• A trigonometric method for the linear stochastic wave equation

Cites work

• Random nonlinear wave equations: Smoothness of the solutions

Cited in

(12)

• Numerical approximation and simulation of the stochastic wave equation on the sphere
• Newton's method for nonlinear stochastic wave equations
• A stochastic telegraph equation from the six-vertex model
• Leap-frog method for stochastic functional wave equations
• Space semi-discretisations for a stochastic wave equation
• On numerical solutions of the stochastic wave equation
• A fully discrete approximation of the one-dimensional stochastic wave equation
• Exact method for solving nonstationary stochastic wave problems
• Numerical solution of one-dimensional wave equation with stochastic parameters using generalized polynomial chaos expansion
• An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
• Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise
• Finite element approximations of stochastic linear Schrödinger equation driven by additive Wiener noise

This page was built for publication: Exact and fast numerical algorithms for the stochastic wave equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4467349)