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On the Application of the Averaging Principle in Stochastic Differential Equations of Hyperbolic Type
2003
We prove a theorem on the application of the Bogolyubov–Mitropol'skii averaging principle to stochastic partial differential equations of the hyperbolic type.
Keywords:
- Mathematical optimization
- First-order partial differential equation
- Stochastic partial differential equation
- Mathematics
- Elliptic partial differential equation
- Method of characteristics
- FTCS scheme
- Mathematical analysis
- Symbol of a differential operator
- Numerical partial differential equations
- Hyperbolic partial differential equation
- Exponential integrator
- Stochastic differential equation
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