Crank-Nicolson Galerkin Error Estimates for Linear Stochastic Wave Equation driven by Space-Time White Noise
1 Department of Mathematics and Computer Science, Delta State University, Abraka.
* Corresponding author: njoseh@yahoo.com
* Corresponding author: njoseh@yahoo.com
Abstract
We considered the linear stochastic wave equation driven by space-time white noise. The Galerkin finite element method was used to derive the approximate solution. For the time discretization, we applied the Crank-Nicolson finite di erence approximation scheme and the error estimates were proved both in the L2 and maximum norms.
Keywords
Crank-Nicolson Galerkin
Space-Time
Analytic Semigroup
Ito Isometry
Parseval's Relation
How to Cite
NJOSEH, I. N. (2014). Crank-Nicolson Galerkin Error Estimates for Linear Stochastic Wave Equation driven by Space-Time White Noise. Nigerian Journal of Mathematics and Applications, 23(1), 39-48.
I. N. NJOSEH, "Crank-Nicolson Galerkin Error Estimates for Linear Stochastic Wave Equation driven by Space-Time White Noise," Nigerian Journal of Mathematics and Applications, vol. 23, no. 1, pp. 39-48, June 2014.
