Random mixed hyperbolic models: numerical analysis and computing

DOI10.1016/J.MATCOM.2011.01.003MaRDI QIDQ1761642zbMATH OpenOpenAlexFDO

Authors L. Villafuerte, L. Jódar, Juan Cortés

Publication date 15 November 2012

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2011.01.003

zbMATH Keywords

numerical examplesboundary value problemmean square stabilityrandom difference schemeshyperbolic second order partial differential modelsrandom differential modelsrandom discrete eigenfunctions method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Completeness of eigenfunctions and eigenfunction expansions in context of PDEs (35P10) 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) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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Cites work

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• scientific article; zbMATH DE number 3892344 (Why is no real title available?)
• Computing mean square approximations of random diffusion models with source term
• Computing the variable coefficient telegraph equation using a discrete eigenfunctions method
• Constructing unconditionally time-stable numerical solutions for mixed parabolic problems
• Random differential equations in science and engineering
• Random evolutions: A survey of results and problems

Cited in

(7)

• Solving the random diffusion model in an infinite medium: a mean square approach
• Solving random mixed heat problems: a random integral transform approach
• The analysis of dynamic buckling of an impacted column using difference methods
• A discrete eigenfunctions method for numerical solution of random diffusion models
• Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients
• Constructing approximate diffusion processes with uncertain data
• Numerical analysis for spread option pricing model of markets with finite liquidity: first-order feedback model

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