An approximation of stochastic hyperbolic equations: case with Wiener process
DOI10.1002/mma.2666zbMath1281.65006MaRDI QIDQ5300362
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
Cauchy problem; Hilbert space; difference schemes; numerical experiment; convergence estimates; stochastic hyperbolic equation
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
