An approximation of stochastic hyperbolic equations: case with Wiener process
Type :
Article
Publication Status :
published
Access :
restrictedAccess
Abstract
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.
Source :
Mathematical Methods in the Applied Sciences
Date :
2013-06
Volume :
36
Issue :
9
Publisher :
Wiley
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