A Numerical Comparison of Finite Difference and Finite Element Methods for a Stochastic Differential Equation with Polynomial Chaos

Publisher: Cambridge University Press

E-ISSN: 2079-7370|5|2|192-208

ISSN: 2079-7362

Source: East Asian Journal on Applied Mathematics, Vol.5, Iss.2, 2015-05, pp. : 192-208

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Abstract