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