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L2 norm error estimates for Crank-Nicolson-Galerkin procedure for stochastic wave equation


IN Njoseh

Abstract

In this study, we presented the fully discrete scheme for the Galerkin finite element analysis of a stochastic wave equation driven by space-time white noise. The finite element discretization in time was obtained by applying the Crank-Nicolson time stepping finite difference method. Error estimates in the L2 norm was obtained by using L2-projections of the initial data as starting values.

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eISSN: 1116-4336