4 research outputs found
Numerical Solution of Stochastic Hyperbolic Equations
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
Finite Difference Method for Hyperbolic Equations with the Nonlocal Integral Condition
The stable difference schemes for the approximate solution of the nonlocal
boundary value problem for multidimensional hyperbolic equations with dependent
in space variable coefficients are presented. Stability of these difference
schemes and of the first- and second-order difference derivatives is obtained.
The theoretical statements for the solution of these difference schemes for one-dimensional
hyperbolic equations are supported by numerical examples
On the Solution of NBVP for Multidimensional Hyperbolic Equations
We are interested in studying multidimensional hyperbolic equations with nonlocal integral and Neumann or nonclassical conditions. For the approximate solution of this problem first and second order of accuracy difference schemes are presented. Stability estimates for the solution of these difference schemes are established. Some numerical examples illustrating applicability of these methods to hyperbolic problems are given