Exact and Fast Numerical Algorithms for the Stochastic Wave Equation

Exact and Fast Numerical Algorithms for the Stochastic Wave Equation

Beschreibung

vor 21 Jahren
On the basis of integral representations we propose fast numerical
methods to solve the Cauchy problem for the stochastic wave
equation without boundaries and with the Dirichlet boundary
conditions. The algorithms are exact in a probabilistic sense.

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