• شماره ركورد كنفرانس
    4091
  • عنوان مقاله

    Superconvergence of Finite Element Method in Computing Survival Probability Based on Stochastic Differential

  • پديدآورندگان

    Ahamdian Davood d.ahmadian@tabrizu.ac.ir University of Tabriz

  • تعداد صفحه
    4
  • كليدواژه
    Survival Probability 1 , Finite Element Method 2 , Richardson extrapolation method.
  • سال انتشار
    1395
  • عنوان كنفرانس
    ششمين سمينار آناليز عددي و كاربردهاي آن
  • زبان مدرك
    انگليسي
  • چكيده فارسي
    We develop finite element method(FEM) to compute survival probabilities based on stochastic differential models, We get high accuracy in boundary FEM nodes. Numerical Results show the high accurate solution in less CPU time
  • كشور
    ايران