Leap-frog method for stochastic functional wave equation

Prelegent(ci)

Milena Matusik

Afiliacja

Uniwersytet Gdański

Termin

8 czerwca 2022 12:15

Informacje na temat wydarzenia

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

Seminarium

Seminarium Zakładu Biomatematyki i Teorii Gier

---

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.

---