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Original Articles

Exact and fast numerical algorithms for the stochastic wave equation

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Pages 1535-1541 | Received 06 May 2003, Published online: 12 May 2010

References

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  • Martin A. Hyperbolic stochastic partial differential equations: Small balls and simulation; propagation of singularities PhD thesis Institut f. Biomathematik u. Biometrie, GSF—Forschungszentrum f. Umwelt u. Gesundheit, Shaker Verlag, Aachen, Neuherberg (2002)
  • Martin A. Prigarin S. M. Winkler G. Exact numerical algorithms for linear stochastic wave equation and stochastic Klein-Gordon equation In: G. A. Mikhailov et al. (Ed.) Proceedings to the International Conference on Computational Mathematics ICM & MG Publisher Prospect Lavrentieva 6, 6 630090 Novosibirks, Russia (2002)
  • Orsingher , E. (1985) . Vibrations with random initial conditions . Boll. Unione Mat. Ital., VI. Ser. B , 4 : 541 – 556 .
  • Walsh J. B. An introduction to stochastic partial differential equations In: École d’été de probabilités de Saint-Flour XIV—1984 Lect. Notes Math. 1180 265 437 (1986)

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