Year: 2012
East Asian Journal on Applied Mathematics, Vol. 2 (2012), Iss. 3 : pp. 266–276
Abstract
The generalized Polynomial Chaos (gPC) method is one of the most widely used numerical methods for solving stochastic differential equations. Recently, attempts have been made to extend the the gPC to solve hyperbolic stochastic partial differential equations (SPDE). The convergence rate of the gPC depends on the regularity of the solution. It is shown that the characteristics technique can be used to derive general conditions for regularity of linear hyperbolic PDE, in a detailed case study of a linear wave equation with a random variable coefficient and random initial and boundary data.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.270312.150812a
East Asian Journal on Applied Mathematics, Vol. 2 (2012), Iss. 3 : pp. 266–276
Published online: 2012-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 11
Keywords: Hyperbolic equation stochastic PDEs regularity characteristic method.