On numerical solutions of the stochastic wave equation

Illinois Journal of Mathematics

Volumn 50, Issue 4, 2006, Pages 991-1018

  Walsh, John B ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33846158441     PISSN: 00192082     EISSN: None     Source Type: Journal    
DOI: 10.1215/ijm/1258059497     Document Type: Article

References (8)

1. E. M. Cabaña, On barrier problems for the vibrating string, Z. Wahrscheinlichkeits-theorie und Verw. Gebiete 22 (1972), 13-24. MR 0322974 (48 #1332)
2. R. Cairoli and J. B. Walsh, Stochastic integrals in the plane, Acta Math. 134 (1975), 111-183. MR 0420845 (54 #8857)
3. R. Carmona and D. Nualart, Random nonlinear wave equations: smoothness of the solutions, Probab. Theory Related Fields 79 (1988), 469-508. MR 966173 (90f:60112)
4. A. M. Davie and J. G. Gaines, Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations, Math. Comp. 70 (2001), 121-134 (electronic). MR 1803132 (2001h:65012)
5. I. Gyöngy, Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I, Potential Anal. 9 (1998), 1-25. MR 1644183 (99j:60091)
6. J. B. Walsh, Introduction to stochastic partial differential equations, École d'Éte de Probabilités de Saint-Flour, XIV, Lecture Notes in Mathematics, vol. 1180, Springer. Berlin, 1984, 1180, pp. 265-439. MR 0876085 (88a:60114)
7. P. E. Kloeden and E. Platen, Numerical solution of stochastic differential equations, Applications of Mathematics (New York), vol. 23, Springer-Verlag, Berlin, 1992. MR 1214374 (94b:60069)
8. L. Quer-Sardanyons and M. Sanz-Solé. Space semi-discretisations for a stochastic wave equation, Potential Analysis, to appear.