A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises
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Publication:1743400
DOI10.1016/j.apnum.2018.01.023zbMath1395.65070OpenAlexW2792520779MaRDI QIDQ1743400
Publication date: 13 April 2018
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2018.01.023
white noiseorder of convergencemean-square convergencelocal discontinuous Galerkin methodstochastic boundary value problems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Error bounds for numerical methods for ordinary differential equations (65L70)
Related Items (4)
An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises ⋮ A weak Galerkin method for nonlinear stochastic parabolic partial differential equations with additive noise ⋮ A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics ⋮ Unnamed Item
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