Numerical discretisations of stochastic wave equations

• This extended abstract starts with a brief introduction to stochastic partial differential equations with a particular focus on stochastic wave equations. Various numerical experiments for this stochastic partial differential equation are presented. Finally, we point out results from the literature on the numerical analysis of stochastic wave equations.

Subject headings

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)

NATURVETENSKAP  -- Matematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics (hsv//eng)

Keyword

Stochastic partial differential equations

Stochastic wave equations

Numerical methods

Convergence

Long-time behaviour

Publication and Content Type

ref (subject category)

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