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Question: How to solve a stochastic partial differential equation numerically?

Question:How to solve a stochastic partial differential equation numerically?

Dmitrii 15 Maple
pde numeric differential-equations stochastic
May 21 2020
1

Hi,

Please can you give me a hand with numerical solving and visualising the partial differential wave equation with stochastic term eta(t), using methods of stochastic calculus?

diff(u(x, t), t $ 2) - (1+eta(t))*diff(u(x, t), x $ 2) = 0

I had a look at the "stochastic" package by Sasha Cyganowski, but couldn't find an example for stochastic pde.

Look forward to your help.

Thanks,

Dmitrii
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