Probabilistic numerical solution of wave equations with polynomial non-linearity

Probabilistic numerical solution of wave equations with polynomial non-linearity

We propose a Monte Carlo solution to the wave equations with polynomial non-linearity. Writing the probabilistic representation of the Monte Carlo solution, we are able to show its expected value retrieves the Duhamel’s solution of the wave equation. Based on a stochastically dominating branching...

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Bibliographic Details
Main Author: Chan, Joshua Juan Yin
Other Authors: Nicolas Privault
Format: Final Year Project (FYP)
Language:English
Published: Nanyang Technological University 2024
Subjects:
Mathematical Sciences
Partial differential equations
Wave equations
Duhamel’s solution
Monte Carlo method
Branching process
Stochastic dominance
Progeny problem
Online Access:https://hdl.handle.net/10356/175826

Internet

https://hdl.handle.net/10356/175826

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