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- W2279087464 abstract "We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations, including Klein-Gordon, Liouville's and the sine-Gordon equation, are related to what Zimmerman (1972) called a diffusion equation. An explicit numerical scheme is employed in both deterministic and stochastic examples. The scheme is checked for accuracy against known exact analytical solutions for deterministic equations. In the stochastic case with $F=0$, solutions yield sample paths for the Brownian sheet whose statistics match well exact values. Generally the boundary conditions are chosen to be initial values $Y(x,0)$ and boundary values $Y(0,t)$ on the quarter-plane or subsets thereof, which have been shown to lead to existence and uniqueness of solutions. For the linear case solutions are compared at various grid sizes and wave-like solutions were found, with and without noise, for non-zero initial and boundary conditions. Surprisingly, wave-like structures seemed to emerge with zero initial and boundary conditions and purely noise source terms with no signal. Equations considered with nonlinear $F$ included quadratic and cubic together with the sine-Gordon equation. For the latter, wave-like structures were apparent with $sigma le 0.25$ but they tended to be shattered at larger values of $sigma$. Previous work on stochastic sine-Gordon equations is briefly reviewed." @default.
- W2279087464 created "2016-06-24" @default.
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- W2279087464 date "2015-08-02" @default.
- W2279087464 modified "2023-09-27" @default.
- W2279087464 title "Numerical solutions of some hyperbolic stochastic partial differential equations with mixed derivatives including sine-Gordon equation" @default.
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