Journal article

A modified semi–implicit Euler–Maruyama scheme for finite element discretization of SPDEs with additive noise


Research Areas

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Publication Details

Author list: Lord G, Tambue A.

Publisher: Elsevier

Publication year: 2018

Journal: Applied Mathematics and Computation

Journal name: Applied Mathematics and Computation

Volume number: 332

Start page: 105

End page: 122

Total number of pages: 18

ISSN: 0096-3003

eISSN: 1873-5649

URL: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85044581156∨igin=inward


Abstract

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Keywords

finite element method


Last updated on 2019-18-04 at 10:01