Numerical solution of stochastic hyperbolic equations

DOI10.1155/2012/824819zbMath1246.65009WikidataQ58696875 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 problem; numerical solution; stochastic hyperbolic equations; two-step difference scheme

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

65N06: Finite difference methods for boundary value problems involving PDEs

Related Items

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

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