Abstract and Applied Analysis

Numerical Solution of Stochastic Hyperbolic Equations

Necmettin Aggez and Maral Ashyralyyewa

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Abstract

A two-step difference scheme for the numerical solution of the initial-boundary value problem for stochastic hyperbolic equations is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of the difference scheme are obtained for different initialboundary value problems. The theoretical statements for the solution of this difference scheme are supported by numerical examples.

Article information

Source
Abstr. Appl. Anal., Volume 2012, Special Issue (2012), Article ID 824819, 20 pages.

Dates
First available in Project Euclid: 5 April 2013

Permanent link to this document
https://projecteuclid.org/euclid.aaa/1365174060

Digital Object Identifier
doi:10.1155/2012/824819

Mathematical Reviews number (MathSciNet)
MR2959737

Zentralblatt MATH identifier
1246.65009

Citation

Aggez, Necmettin; Ashyralyyewa, Maral. Numerical Solution of Stochastic Hyperbolic Equations. Abstr. Appl. Anal. 2012, Special Issue (2012), Article ID 824819, 20 pages. doi:10.1155/2012/824819. https://projecteuclid.org/euclid.aaa/1365174060


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