On numerical solutions of the stochastic wave equation
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Publication:2505493
zbMath1108.60058MaRDI QIDQ2505493
Publication date: 26 September 2006
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
mild solutionspace-time white noise\(L_p\)-convergenceleap frogupper bound for the errorlower bound for the error
Wave equation (35L05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) 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)
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