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Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation.

Lehel BanjaiGabriel J. LordJeta Molla
Published in: SIAM J. Numer. Anal. (2021)
Keyphrases
  • wave equation
  • stochastic approximation
  • hamilton jacobi
  • monte carlo
  • convergence rate
  • fourier transform