A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises
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Publication:1743400
DOI10.1016/j.apnum.2018.01.023zbMath1395.65070OpenAlexW2792520779MaRDI QIDQ1743400
Publication date: 13 April 2018
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2018.01.023
white noiseorder of convergencemean-square convergencelocal discontinuous Galerkin methodstochastic boundary value problems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Error bounds for numerical methods for ordinary differential equations (65L70)
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