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

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A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises
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    A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises (English)
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    13 April 2018
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    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.
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    stochastic boundary value problems
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    local discontinuous Galerkin method
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    white noise
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    mean-square convergence
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    order of convergence
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