Numerical Solution of Stochastic Hyperbolic Equations

Necmettin Aggez and Maral Ashyralyyewa

Abstract and Applied Analysis, 2012, vol. 2012, issue 1

Abstract: 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.

Date: 2012
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https://doi.org/10.1155/2012/824819

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2012:y:2012:i:1:n:824819

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