An approximation of stochastic telegraph equations

Abstract

Due to copyright restrictions, the access to full text of this article is only available via subscriptionIn the present paper the two-step difference scheme for the telegraph equation is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of difference scheme for the numerical solution of two problems for hyperbolic equations are obtained. The theoretical statements for the solution of this difference scheme are supported by the results of the numerical experiment

On solutions to the second‐order partial differential equations by two accurate methods

“…Koksal found numerical solutions of the telegraph equations with the modified difference scheme [9]. Ashyralyev and Akat applied the difference method for the approximate solution of stochastic telegraph equations [10,11]. Ashyralyev and Modanli used the difference schemes method for the solutions of telegraph equations [12,13].…”