Evolution of probability distribution in time for solutions of hyperbolic equations
Publication:618492
DOI10.1007/s10915-009-9284-2zbMath1203.65018MaRDI QIDQ618492
Publication date: 16 January 2011
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-009-9284-2
Monte Carlo simulation; random media; stochastic partial differential equation; Maxwell equation; Monte Carlo integration; evolution of probability distribution; random interface
65C05: Monte Carlo methods
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
65M15: Error bounds for initial value and initial-boundary value problems involving PDEs
65C30: Numerical solutions to stochastic differential and integral equations
35Lxx: Hyperbolic equations and hyperbolic systems
Related Items
Cites Work
- Uncertainty propagation using Wiener-Haar expansions
- A stochastic variational multiscale method for diffusion in heterogeneous random media
- Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion
- Runge--Kutta discontinuous Galerkin methods for convection-dominated problems
- Uncertainty analysis for the steady-state flows in a dual throat nozzle
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- A Comparative Study on Uncertainty Quantification for Flow in Randomly Heterogeneous Media Using Monte Carlo Simulations and Conventional and KL-Based Moment-Equation Approaches
- Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Uncertainty propagation in CFD using polynomial chaos decomposition
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Computational Modeling of Uncertainty in Time-Domain Electromagnetics
- Inverse problems for partial differential equations
- Solution of stochastic partial differential equations using Galerkin finite element techniques
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item