@Article{JMS-51-1,
author = {Zhang, Chao and Gu, Dongya and Tao, Dongya},
title = {Spectral Element Methods for Stochastic Differential Equations with Additive Noise},
journal = {Journal of Mathematical Study},
year = {2018},
volume = {51},
number = {1},
pages = {76--88},
abstract = {<p style="text-align: justify;">In this paper, we propose numerical schemes for stochastic differential equations
driven by white noise and colored noise, respectively. For this purpose, we first
discretize the white noise and colored noise, and give their regularity estimates. Then
we use spectral element methods to solve the corresponding stochastic differential
equations numerically. The approximation errors are derived, and the numerical results
demonstrate high accuracy of the proposed schemes.</p>},
issn = {2617-8702},
doi = {https://doi.org/10.4208/jms.v51n1.18.05},
url = {https://global-sci.com/article/87741/spectral-element-methods-for-stochastic-differential-equations-with-additive-noise}
}