Random mixed hyperbolic models: numerical analysis and computing

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

L. Villafuerte, Lucas Jodar, Juan-Carlos Cortés

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 examples; boundary value problem; mean square stability; random difference schemes; hyperbolic second order partial differential models; random differential models; random discrete eigenfunctions method

Mathematics Subject Classification ID

35P10: Completeness of eigenfunctions and eigenfunction expansions in context of PDEs

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations