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Fardin Saedpanah

Fardin Saedpanah

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId: 36573968400
Faculty: Faculty of Science
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Research

Title
Karhunen Loeve Expansion and a fully discrete scheme‎ ‎for stochastic linear wave equation
Type
Speech
Keywords
‎stochastic wave equation, additive noise, finite element method, Newmark method
Year
2011
Researchers Fardin Saedpanah

Abstract

‎Numerical approximation of the linear stochastic wave equation with additive noise is‎ ‎studied. Spatial discretization is carries out by the standard Galerkin finite element method.‎ ‎This leads to a dynamical system which is temporally discretized by Newmark method.‎ ‎Karhunen Loeve Expansion is used to approximate the noise which is considered to be‎ ‎a Wiener process. Some numerical examples illustrate the method.‎