Numerical solution of stochastic hyperbolic equations (Q448832): Difference between revisions

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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Mathematics Subject Classification ID

65C30

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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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Wikidata QID

Q58696875

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MaRDI profile type

MaRDI publication profile

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full work available at URL

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

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OpenAlex ID

W2117178005

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cites work

Stochastic differential equations in Hilbert space

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Linear stochastic evolution equations in Hilbert space

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Q3672842

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Stochastic Equations in Infinite Dimensions

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Q3182247

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Finite element and difference approximation of some linear stochastic partial differential equations

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Numerical analysis of semilinear stochastic evolution equations in Banach spaces

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Numerical methods for stochastic parabolic PDEs

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On Modified Crank–Nicholson Difference Schemes for Stochastic Parabolic Equation

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Higher Order Pathwise Numerical Approximations of SPDEs with Additive Noise

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The numerical approximation of stochastic partial differential equations

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An approximation of stochastic hyperbolic equations: case with Wiener process

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Nonlinear stochastic wave and heat equations

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Stochastic wave equations with dissipative damping

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Stochastic partial differential equations and filtering of diffusion processes

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Q3678037

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On certain operator families related to cosine operator functions

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Q3437129

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On Uniform Difference Schemes for Second-Order Singular Perturbation Problems in Banach Spaces

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Q4100565

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Q4040738

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Sitelinks

Mathematics(1 entry)

mardi Publication:448832

@@ Property / 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.
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 65C30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H15
@@ Property / Mathematics Subject Classification ID: 60H15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+N06
@@ Property / Mathematics Subject Classification ID: 65N06 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6078820
@@ Property / zbMATH DE Number: 6078820 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+two-step difference scheme
@@ Property / zbMATH Keywords: two-step difference scheme / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical solution
@@ Property / zbMATH Keywords: numerical solution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+initial-boundary value problem
@@ Property / zbMATH Keywords: initial-boundary value problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic hyperbolic equations
@@ Property / zbMATH Keywords: stochastic hyperbolic equations / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q58696875
@@ Property / Wikidata QID: Q58696875 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1155/2012/824819
+Normal rank
@@ Property / OpenAlex ID @@
+W2117178005
@@ Property / OpenAlex ID: W2117178005 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations in Hilbert space
+Normal rank
@@ Property / cites work @@
+Linear stochastic evolution equations in Hilbert space
+Normal rank
@@ Property / cites work @@
+Q3672842
@@ Property / cites work: Q3672842 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3182247
@@ Property / cites work: Q3182247 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite element and difference approximation of some linear stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Numerical analysis of semilinear stochastic evolution equations in Banach spaces
+Normal rank
@@ Property / cites work @@
+Numerical methods for stochastic parabolic PDEs
@@ Property / cites work: Numerical methods for stochastic parabolic PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+On Modified Crank–Nicholson Difference Schemes for Stochastic Parabolic Equation
+Normal rank
@@ Property / cites work @@
+Higher Order Pathwise Numerical Approximations of SPDEs with Additive Noise
+Normal rank
@@ Property / cites work @@
+The numerical approximation of stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+An approximation of stochastic hyperbolic equations: case with Wiener process
+Normal rank
@@ Property / cites work @@
+Nonlinear stochastic wave and heat equations
@@ Property / cites work: Nonlinear stochastic wave and heat equations / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic wave equations with dissipative damping
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential equations and filtering of diffusion processes
+Normal rank
@@ Property / cites work @@
+Q3678037
@@ Property / cites work: Q3678037 / rank @@
+Normal rank
@@ Property / cites work @@
+On certain operator families related to cosine operator functions
+Normal rank
@@ Property / cites work @@
+Q3437129
@@ Property / cites work: Q3437129 / rank @@
+Normal rank
@@ Property / cites work @@
+On Uniform Difference Schemes for Second-Order Singular Perturbation Problems in Banach Spaces
+Normal rank
@@ Property / cites work @@
+Q4100565
@@ Property / cites work: Q4100565 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4040738
@@ Property / cites work: Q4040738 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:448832