Numerical solution of stochastic hyperbolic equations
type: Item
instance of: scholarly article
title: Numerical solution of stochastic hyperbolic equations
zbMATH Open document ID: 1246.65009
DOI: 10.1155/2012/824819
author: Necmettin Aggez
author: Maral Ashyralyyewa
published in: Abstract and Applied Analysis
publication date: 2012-09-07T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 65N06
zbMATH DE Number: 6078820
zbMATH Keywords: two-step difference scheme
zbMATH Keywords: numerical solution
zbMATH Keywords: initial-boundary value problem
zbMATH Keywords: stochastic hyperbolic equations
Wikidata QID: Q58696875
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/824819
OpenAlex ID: W2117178005
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description: scientific article; zbMATH DE number 6078820