Exact and fast numerical algorithms for the stochastic wave equation
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Publication:4467349
DOI10.1080/00207160310001606043zbMath1045.65007OpenAlexW1983111752MaRDI QIDQ4467349
Gerhard Winkler, Andreas Martin, Sergei M. Prigarin
Publication date: 9 June 2004
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.92.7337
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)
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