A Numerical Comparison of Finite Difference and Finite Element Methods for a Stochastic Differential Equation with Polynomial Chaos (Q5372019)
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scientific article; zbMATH DE number 6796996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Numerical Comparison of Finite Difference and Finite Element Methods for a Stochastic Differential Equation with Polynomial Chaos |
scientific article; zbMATH DE number 6796996 |
Statements
A Numerical Comparison of Finite Difference and Finite Element Methods for a Stochastic Differential Equation with Polynomial Chaos (English)
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23 October 2017
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stochastic differential equation
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polynomial chaos
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finite difference method
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finite element method
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non-negative solution
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