On finite difference solution of Cauchy's problem for quasilinear hyperbolic equations and linear hyperbolic systems

Finite-Difference Methods for Nonlinear Hyperbolic Systems

is obtained where A (u) is the Jacobian matrix of the components of / with respect to the components of u. Equation (1.2) is said to be hyperbolic if the eigenvalues of the matrix pi + 6A are real for all real numbers m, 0. Several authors have proposed finite-difference schemes for the numerical integration of (1.1) (or (1.2)). In [6], Lax and Wendroff introduced an explicit scheme which is st...

On Difference Schemes for Hyperbolic-Parabolic Equations

The nonlocal boundary value problem for a hyperbolic-parabolic equation in a Hilbert space H is considered. The difference schemes approximately solving this boundary value problem are presented. The stability estimates for the solution of these difference schemes are established. In applications, the stability estimates for the solutions of the difference schemes of the mixed type boundary val...

On Certain Finite Difference Schemes For Hyperbolic Systems

On the Darboux problem for linear hyperbolic functional-differential equations

Theorems on the Fredholm alternative and well-posedness of the Darboux problem ∂2u(t, x) ∂t ∂x = `(u)(t, x) + q(t, x), u(t, x0) = φ(t) for t ∈ [a, b], u(t0, x) = ψ(x) for x ∈ [c, d] are established, where ` : C(D;R) → L(D;R) is a linear bounded operator, q ∈ L(D;R), t0 ∈ [a, b], x0 ∈ [c, d], φ : [a, b]→ R, ψ : [c, d]→ R are absolutely continuous functions, and D = [a, b] × [c, d]. New sufficien...

Multi-level Monte Carlo finite difference and finite volume methods for stochastic linear hyperbolic systems

We consider stochastic multi-dimensional linear hyperbolic systems of conservation laws. We prove existence and uniqueness of a random weak solution, provide estimates for the regularity of the solution in terms of regularities of input data, and show existence of statistical moments. Bounds for mean square error vs. expected work are proved for the Multi-Level Monte Carlo Finite Volume algorit...