Name
Abstract | ||
|---|---|---|
In this paper we present a discontinuous Galerkin (DG) method to approximate stochastic conservation laws, which is an efficient high-order scheme. We study the stability for the semidiscrete DG methods for fully nonlinear stochastic equations. Error estimates are obtained for smooth solutions of semilinear stochastic equations with variable coefficients. We also establish a derivative-free second-order time discretization scheme for matrix-valued stochastic ordinary differential equations. Numerical experiments are performed to confirm the analytical results. |
Year | DOI | Venue |
|---|---|---|
2020 | 10.1137/19M125710X | SIAM JOURNAL ON SCIENTIFIC COMPUTING |
Keywords | Field | DocType |
discontinuous Galerkin method,Ito formula,multiplicative stochastic noise,stability analysis,error estimates,nonlinear stochastic conservation laws | Discontinuous Galerkin method,Mathematical analysis,Itō's lemma,Conservation law,Mathematics | Journal |
Volume | Issue | ISSN |
42 | 1 | 1064-8275 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Yunzhang Li | 1 | 0 | 1.35 |
| Chi-Wang Shu | 2 | 4053 | 540.35 |
| Shanjian Tang | 3 | 62 | 16.92 |