A Trigonometric Method for the Linear Stochastic Wave Equation
Journal article, 2013
Stochastic wave equation
Stochastic trigonometric schemes
Strong convergence
Geometric numerical integration
Trace formula
Additive noise
Author
David Cohen
Umeå University
Karlsruhe Institute of Technology (KIT)
Stig Larsson
Chalmers, Mathematical Sciences, Mathematics
University of Gothenburg
Magdalena Sigg
University of Basel
SIAM Journal on Numerical Analysis
0036-1429 (ISSN) 1095-7170 (eISSN)
Vol. 51 1 204-222Subject Categories
Computational Mathematics
Roots
Basic sciences
DOI
10.1137/12087030X