Frozen Gaussian sampling for scalar wave equations

DOI10.1051/m2an/2024029MaRDI QIDQ6652069

Lihui Chai, Ye Feng, Zhennan Zhou

Publication date: 12 December 2024

Published in: European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

wave equationMonte Carlo methodfrozen Gaussian approximationfrozen Gaussian sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Asymptotic behavior of solutions to PDEs (35B40) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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