Numerical methods for hyperbolic SPDEs: a Wiener chaos approach (Q483625)
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scientific article; zbMATH DE number 6381235
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| English | Numerical methods for hyperbolic SPDEs: a Wiener chaos approach |
scientific article; zbMATH DE number 6381235 |
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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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0.8189368844032288
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0.813267171382904
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0.8058894276618958
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0.8048697710037231
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0.783740758895874
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