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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| Format: | Final Year Project |
| Language: | English |
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Nanyang Technological University
2024
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| Online Access: | https://hdl.handle.net/10356/175826 |
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| Institution: | Nanyang Technological University |
| Language: | English |