Simplified dynamical system for the gauss-galerkin method

DOI10.1080/15326348708807057zbMATH Open0632.65147OpenAlexW2060366010MaRDI QIDQ3769936FDOQ3769936

Authors: Ali Hajjafar 

Publication date: 1987

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326348708807057

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zbMATH Keywords

momentsnumerical resultsstochastic differential equationGauss-Galerkin methodFokker-Planck partial differential equation

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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