Numerical approximation of the invariant distribution for a class of stochastic damped wave equations.
Ziyi LeiCharles-Edouard BréhierSiqing GanPublished in: CoRR (2023)
Keyphrases
- discrete random variables
- input pattern
- monte carlo
- wave equation
- stochastic differential equations
- expected error
- finite difference
- numerical analysis
- numerical methods
- finite number
- convex functions
- lower bound
- continuous functions
- affine invariant
- numerical integration
- affine transformation
- closed form
- probability distribution