A Discontinuous Galerkin Method for Stochastic Conservation Laws

DOI10.1137/19M125710XOpenAlexW3000353884WikidataQ126398282 ScholiaQ126398282MaRDI QIDQ5208732

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Publication date: 10 January 2020

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m125710x

zbMATH Keywords

error estimatesstability analysisdiscontinuous Galerkin methodItô formulamultiplicative stochastic noisenonlinear stochastic conservation laws

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

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