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Numerical Solution of Stochastic Hyperbolic Equations

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  • Necmettin Aggez
  • Maral Ashyralyyewa

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.

Suggested Citation

  • Necmettin Aggez & Maral Ashyralyyewa, 2012. "Numerical Solution of Stochastic Hyperbolic Equations," Abstract and Applied Analysis, John Wiley & Sons, vol. 2012(1).
    • Handle: RePEc:wly:jnlaaa:v:2012:y:2012:i:1:n:824819
    DOI: 10.1155/2012/824819
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    References listed on IDEAS

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    1. Aleksandr A. Samarskii & Evgenii S. Nikolaev, 1989. "Numerical Methods for Grid Equations," Springer Books, Springer, number 978-3-0348-9142-4, March.
    2. Aleksandr A. Samarskii & Evgenii S. Nikolaev, 1989. "Numerical Methods for Grid Equations," Springer Books, Springer, number 978-3-0348-9272-8, March.
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    Cited by:

    1. Ozgur Yildirim & Meltem Uzun, 2015. "On Third Order Stable Difference Scheme for Hyperbolic Multipoint Nonlocal Boundary Value Problem," Discrete Dynamics in Nature and Society, Hindawi, vol. 2015, pages 1-16, July.
    2. A. Ashyralyev & J. Pastor & S. Piskarev & H. A. Yurtsever, 2015. "Second Order Equations in Functional Spaces: Qualitative and Discrete Well‐Posedness," Abstract and Applied Analysis, John Wiley & Sons, vol. 2015(1).

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