Numerical Solutions of Nonautonomous Stochastic Delay Differential Equations by Discontinuous Galerkin Methods

DOI10.4208/JCM.1806-M2017-0296zbMATH Open1449.65005OpenAlexW2893796756MaRDI QIDQ5209455

Xinjie Dai, Aiguo Xiao

Publication date: 22 January 2020

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/jcm.1806-m2017-0296

zbMATH Keywords

discontinuous Galerkin methodWong-Zakai approximationnonautonomous Stratonovich stochastic delay differential equation

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)

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