On solution regularity of linear hyperbolic stochastic PDE using the method of characteristics.
characteristic methodconvergencehyperbolic stochastic partial differential equationlinear wave equationpolynomial chaos methodregularity
PDEs with randomness, stochastic partial differential equations (35R60) 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) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25)
- Numerical methods for hyperbolic SPDEs: a Wiener chaos approach
- Galerkin method for wave equations with uncertain coefficients
- Regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations
- Galerkin methods for stochastic hyperbolic problems using bi-orthogonal polynomials
- Adaptive numerical solutions of stochastic differential equations
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