Numerical Solution of Stochastic Hyperbolic Equations

Numerical Solution of Stochastic Hyperbolic Equations

A two-step difference scheme for the numerical solution of the initial-boundary value problem for stochastic hyperbolic equations is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of the differ...

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Veröffentlicht in:Abstract and Applied Analysis 2012-01, Vol.2012 (2012), p.931-950-662
Hauptverfasser: Aggez, Necmettin, Ashyralyyewa, Maral
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Boundary value problems
Convergence
Estimates
Euclidean space
Expected values
Hilbert space
Initial value problems
Mathematical analysis
Mathematical models
Partial differential equations
Stochasticity
Studies
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Zusammenfassung:A two-step difference scheme for the numerical solution of the initial-boundary value problem for stochastic hyperbolic equations is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of the difference scheme are obtained for different initialboundary value problems. The theoretical statements for the solution of this difference scheme are supported by numerical examples.
ISSN:1085-3375
1687-0409
DOI:10.1155/2012/824819