Stochastic Discontinuous Galerkin Methods (SDGM) based on fluctuation-dissipation balance

Stochastic Discontinuous Galerkin Methods (SDGM) based on fluctuation-dissipation balance

We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM). We show how methods with linear-time computational complexity ca...

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Bibliographic Details
Main Authors: W. Pazner, N. Trask, P.J. Atzberger
Format: Article
Language:English
Published: Elsevier 2019-12-01
Series:Results in Applied Mathematics
Online Access:http://www.sciencedirect.com/science/article/pii/S2590037419300688

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http://www.sciencedirect.com/science/article/pii/S2590037419300688

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