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
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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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