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dc.contributor.authorAshyralyev, A.
dc.contributor.authorAkat, Muzaffer
dc.date.accessioned2014-07-04T13:28:47Z
dc.date.available2014-07-04T13:28:47Z
dc.date.issued2013-06
dc.identifier.issn1099-1476
dc.identifier.urihttp://hdl.handle.net/10679/442
dc.identifier.urihttp://onlinelibrary.wiley.com/doi/10.1002/mma.2666/abstract
dc.descriptionDue to copyright restrictions, the access to the full text of this article is only available via subscription.en_US
dc.description.abstractIn the present paper, the two-step difference scheme for the Cauchy problem for the stochastic hyperbolic equation is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of difference schemes for the numerical solution of four problems for hyperbolic equations are obtained. The theoretical statements for the solution of this difference scheme are supported by the results of the numerical experiment.en_US
dc.language.isoengen_US
dc.publisherWileyen_US
dc.relation.ispartofMathematical Methods in the Applied Sciences
dc.rightsrestrictedAccess
dc.titleAn approximation of stochastic hyperbolic equations: case with Wiener processen_US
dc.typeArticleen_US
dc.peerreviewedyesen_US
dc.publicationstatuspublisheden_US
dc.contributor.departmentÖzyeğin University
dc.contributor.authorID(ORCID 0000-0003-1680-2158 & YÖK ID 177201) Akat, Muzaffer
dc.contributor.ozuauthorAkat, Muzaffer
dc.identifier.volume36
dc.identifier.issue9
dc.identifier.startpage1095
dc.identifier.endpage1106
dc.identifier.wosWOS:000319220400009
dc.identifier.doi10.1002/mma.2666
dc.subject.keywordsDifference schemesen_US
dc.subject.keywordsStochastic hyperbolic equationen_US
dc.subject.keywordsConvergence estimatesen_US
dc.identifier.scopusSCOPUS:2-s2.0-84878020373
dc.contributor.authorMale1


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