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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
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.
