FINITE ELEMENT METHOD USED TO APPROXIMATE BIVARIATE COPULAS WITH DIRICHLET NON HOMOGENEOUS CONDITION

DOI10.17654/DE025020231WikidataQ115234486 ScholiaQ115234486MaRDI QIDQ5076421

Frédéric Béré, Remi Guillaume Bagré, Abdoulaye Compaoré

Publication date: 17 May 2022

Published in: Advances in Differential Equations and Control Processes (Search for Journal in Brave)

zbMATH Keywords

Sobolev spacesfinite element methodcopulas

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• A scalar product for copulas
• An introduction to copulas. Properties and applications
• Construction of a class of copula using the finite difference method
• A meshless method for solving three-dimensional time fractional diffusion equation with variable-order derivatives
• Generalized finite difference method for electroelastic analysis of three-dimensional piezoelectric structures
• SPATIAL CHARACTERIZATION OF STOCHASTIC DEPENDENCE USING COPULAS

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