On Solution Regularity of Linear Hyperbolic Stochastic PDE Using the Method of Characteristics

DOI10.4208/EAJAM.270312.150812AzbMATH Open1287.65006OpenAlexW2335436630MaRDI QIDQ5406923

Lizao Li

Publication date: 4 April 2014

Published in: East Asian Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.270312.150812a

zbMATH Keywords

regularityconvergencecharacteristic methodlinear wave equationpolynomial chaos methodhyperbolic stochastic partial differential equation

Mathematics Subject Classification ID

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) 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)

Cites Work

• An algorithmic introduction to numerical simulation of stochastic differential equations

This page was built for publication: On Solution Regularity of Linear Hyperbolic Stochastic PDE Using the Method of Characteristics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5406923)