STOCHASTIC ANALYSIS IN THE ACOUSTICS OF DAMPED SOUNDS

Abstract

A stochastic model of sound propagation in damping medium is proposed. It consists of: (1) Ito’s stochastic differential equation describing the sound propagation, (2) a potential which models the damping effects. However, due to presence of path integrals this model is elaborate and time consuming, hence inappropriate for numerical simulations and/or model calibrations. To make it simpler we usde the classical results of stochastic analysis; Feynman-Kac formula and Girsanov tansformation obtaining easy-to-use computational procedure for practical purposes.