Numerical Solution of Stochastic Hyperbolic Equations | Zendy

Necmettin Ağgez | Zendy; Maral Ashyralyyewa | Zendy

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Numerical Solution of Stochastic Hyperbolic Equations

Author(s) -

Necmettin Ağgez,

Maral Ashyralyyewa

Publication year - 2012

Publication title -

abstract and applied analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.228

H-Index - 56

eISSN - 1687-0409

pISSN - 1085-3375

DOI - 10.1155/2012/824819

Subject(s) - mathematics , convergence (economics) , scheme (mathematics) , finite difference scheme , hyperbolic partial differential equation , boundary value problem , mathematical analysis , ftcs scheme , finite difference method , numerical analysis , rate of convergence , partial differential equation , differential equation , differential algebraic equation , ordinary differential equation , channel (broadcasting) , engineering , electrical engineering , economics , economic growth

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.

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