A Trigonometric Method for the Linear Stochastic Wave Equation

DOI10.1137/12087030XzbMath1273.65010arXiv1203.3668WikidataQ59593852 ScholiaQ59593852MaRDI QIDQ4918803

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Publication date: 6 May 2013

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.3668

zbMATH Keywords

strong convergence trace formula additive noise stochastic wave equation geometric numerical integration stochastic trigonometric schemes

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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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