Weak approximation of the stochastic wave equation

DOI10.1016/j.cam.2010.03.026zbMath1208.65016OpenAlexW2077098629WikidataQ59225686 ScholiaQ59225686MaRDI QIDQ711221

Erika Hausenblas

Publication date: 25 October 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.03.026

zbMATH Keywords

space-time white noisestochastic wave equationleap-frog scheme

Mathematics Subject Classification ID

Wave equation (35L05) 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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