Time splitting for the Liouville equation in a random medium

DOI10.4310/CMS.2004.V2.N3.A9zbMATH Open1082.65093MaRDI QIDQ2583458FDOQ2583458

Authors: Guillaume Bal, Lenya Ryzhik 

Publication date: 16 January 2006

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

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zbMATH Keywords

Hamiltonian dynamicsLiouville equationstime-splitting methodshigh frequency acoustic waves

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) First-order nonlinear hyperbolic equations (35L60) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Cited In (4)

• Time splitting for wave equations in random media
• Mathematical and computational methods for semiclassical Schrödinger equations
• Modeling evolution sample distributions of random quantities by the equation of Liouville
• Analysis of a splitting scheme for a class of random nonlinear partial differential equations

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