Numerical solution of stochastic hyperbolic equations (Q448832)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6078820
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical solution of stochastic hyperbolic equations |
scientific article; zbMATH DE number 6078820 |
Statements
Numerical solution of stochastic hyperbolic equations (English)
0 references
7 September 2012
0 references
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.
0 references
two-step difference scheme
0 references
numerical solution
0 references
initial-boundary value problem
0 references
stochastic hyperbolic equations
0 references
0 references
0 references
0 references
0.8958264589309692
0 references
0.8435546159744263
0 references
0.8093752264976501
0 references
0.7995017766952515
0 references
