@Article{EAJAM-2-266,
author = {},
title = {On Solution Regularity of Linear Hyperbolic Stochastic PDE Using the Method of Characteristics},
journal = {East Asian Journal on Applied Mathematics},
year = {2018},
volume = {2},
number = {3},
pages = {266--276},
abstract = {<p style="text-align: justify;">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.</p>},
issn = {2079-7370},
doi = {https://doi.org/10.4208/eajam.270312.150812a},
url = {http://global-sci.org/intro/article_detail/eajam/10876.html}
}