Numerical solution of stochastic hyperbolic equations

DOI10.1155/2012/824819zbMath1246.65009OpenAlexW2117178005WikidataQ58696875 ScholiaQ58696875MaRDI QIDQ448832

Necmettin Aggez, Maral Ashyralyyewa

Publication date: 7 September 2012

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/824819

zbMATH Keywords

initial-boundary value problemnumerical solutionstochastic hyperbolic equationstwo-step difference scheme

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for boundary value problems involving PDEs (65N06)

Related Items

Second order equations in functional spaces: qualitative and discrete well-posedness, On third order stable difference scheme for hyperbolic multipoint nonlocal boundary value problem, Finite-difference method for the hyperbolic system of equations with nonlocal boundary conditions, Difference schemes for the semilinear integral-differential equation of the hyperbolic type

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