Leap-frog method for stochastic functional wave equation

Speaker(s)

Milena Matusik

Affiliation

Uniwersytet Gdański

Date

June 8, 2022, 12:15 p.m.

Information about the event

4060 oraz https://us02web.zoom.us/j/89788218933?pwd=aVc2UHdwRWMwZy8yK24rQTJWRW42QT09 Meeting ID: 897 8821 8933 Passcode: Biomat

Seminar

Seminar of Biomathematics and Game Theory Group

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We perform a time-space discretisation, known as the leap-frog method, for nonlinear stochastic functional wave equations driven by multiplicative time-space white noise. The method converges in L^2 at a rate of O(\sqrt{ h}), where h is a time-space step size.

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