Random mixed hyperbolic models: numerical analysis and computing

DOI10.1016/j.matcom.2011.01.003zbMath1255.65022OpenAlexW2029490205MaRDI QIDQ1761642

L. Villafuerte, Juan-Carlos Cortés, Lucas Jodar

Publication date: 15 November 2012

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2011.01.003

zbMATH Keywords

numerical examplesboundary value problemmean square stabilityrandom difference schemeshyperbolic second order partial differential modelsrandom differential modelsrandom discrete eigenfunctions method

Mathematics Subject Classification ID

Completeness of eigenfunctions and eigenfunction expansions in context of PDEs (35P10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (4)

Solving the random diffusion model in an infinite medium: a mean square approach ⋮ The Analysis of Dynamic Buckling of an Impacted Column using Difference Methods ⋮ Solving random mixed heat problems: a random integral transform approach ⋮ Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model

Cites Work

• Random differential equations in science and engineering
• Random evolutions: A survey of results and problems
• Computing the variable coefficient telegraph equation using a discrete eigenfunctions method
• Computing mean square approximations of random diffusion models with source term
• Constructing unconditionally time-stable numerical solutions for mixed parabolic problems
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