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
كليدواژه :
Survival Probability 1 , Finite Element Method 2 , Richardson extrapolation method.
عنوان كنفرانس :
ششمين سمينار آناليز عددي و كاربردهاي آن
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
