RBF MESHLESS METHOD FOR LINEAR STOCHASTIC WAVE EQUATON

In this paper, a numerical technique is proposed for solving the one dimensional stochastic wave equation. Firstly, using the meshless method, we transform the stochastic wave equation into a system of stochastic differential equations (SDEs). Then an exponential time integrator is used for discretization of semi discrete system that results from spatial discretization. In this study, we have used Wendland s compactly supported RBFs, to approximate functions in the presented method. To show the accuracy of the new approach and to show the performance of the selected RBF, we show the results of this method for some example in the numerical results.