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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.
