A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises (Q1743400): Difference between revisions

This paper deals with a stochastic local discontinuous Galerkin method for numerically solving linear stochastic boundary value problems. The author approximates the white noise process by a piecewise constant random process. In such a way, a simpler stochastic boundary value problem is obtained with a random source term on each element. The numerical examples show that the proposed local discontinuous Galerkin scheme has optimal convergence orders.