@Article{EAJAM-5-2,
author = {},
title = {A Numerical Comparison of Finite Difference and Finite Element Methods for a Stochastic Differential Equation with Polynomial Chaos},
journal = {East Asian Journal on Applied Mathematics},
year = {2015},
volume = {5},
number = {2},
pages = {192--208},
abstract = {<p style="text-align: justify;">A numerical comparison of finite difference (FD) and finite element (FE)
methods for a stochastic ordinary differential equation is made. The stochastic ordinary
differential equation is turned into a set of ordinary differential equations by applying
polynomial chaos, and the FD and FE methods are then implemented. The resulting numerical
solutions are all non-negative. When orthogonal polynomials are used for either
continuous or discrete processes, numerical experiments also show that the FE method
is more accurate and efficient than the FD method.</p>},
issn = {2079-7370},
doi = {https://doi.org/10.4208/eajam.250714.020515a},
url = {https://global-sci.com/article/82776/a-numerical-comparison-of-finite-difference-and-finite-element-methods-for-a-stochastic-differential-equation-with-polynomial-chaos}
}