Numerical solution of stochastic hyperbolic equations (Q448832)
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scientific article; zbMATH DE number 6078820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of stochastic hyperbolic equations |
scientific article; zbMATH DE number 6078820 |
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Numerical solution of stochastic hyperbolic equations (English)
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7 September 2012
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Summary: 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.
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two-step difference scheme
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numerical solution
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initial-boundary value problem
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stochastic hyperbolic equations
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