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Abstract and Applied Analysis
Volume 2012 (2012), Article ID 824819, 20 pages
Research Article

Numerical Solution of Stochastic Hyperbolic Equations

1Department of Mathematics, Fatih University, 34500 Istanbul, Turkey
2Department of Applied Mathematics and Informatics, Magtymguly Turkmen State University, Ashgabat, Turkmenistan

Received 30 March 2012; Revised 25 May 2012; Accepted 27 May 2012

Academic Editor: Valery Covachev

Copyright © 2012 Necmettin Aggez and Maral Ashyralyyewa. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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.