An approximation of stochastic hyperbolic equations: case with Wiener process

DOI10.1002/MMA.2666MaRDI QIDQ5300362zbMATH OpenOpenAlexFDO

Authors Allaberen Ashyralyev, Muzaffer Akat

Publication date 27 June 2013

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mma.2666

zbMATH Keywords

Cauchy problemconvergence estimatesdifference schemesHilbert spacenumerical experimentstochastic hyperbolic equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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(12)

• Second order equations in functional spaces: qualitative and discrete well-posedness
• Existence of global mild and strong solutions to stochastic hyperbolic evolution equations driven by a spatially homogeneous Wiener process
• An approximation of semigroups method for stochastic parabolic equations
• An operator method for telegraph partial differential and difference equations
• On the stability of hyperbolic difference equations with unbounded delay term
• A Wiener Chaos Approach to Hyperbolic SPDEs
• A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations
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• A note on single-step difference scheme for the solution of stochastic differential equation
• A note on the Crank-Nicolson difference scheme for the numerical solution of stochastic parabolic equation

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