Browsing by Author "Ashyralyev, A."

Filter results by typing the first few letters
Now showing 1 - 2 of 2
  • Placeholder
    ArticlePublicationMetadata only
    An approximation of stochastic hyperbolic equations: case with Wiener process
    (Wiley, 2013-06) Ashyralyev, A.; Akat, Muzaffer; International Finance; AKAT, Muzaffer
    In 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.
  • Placeholder
    Conference paperPublicationMetadata only
    An approximation of stochastic telegraph equations
    (AIP Publishing, 2012) Ashyralyev, A.; Akat, Muzaffer; International Finance; AKAT, Muzaffer
    In the present paper the two-step difference scheme for the telegraph 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 scheme for the numerical solution of two 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.