Numerical studies of three-dimensional stochastic Darcy's equation and stochastic advection-diffusion-dispersion equation

DOI10.1007/S10915-010-9346-5zbMath1203.65019OpenAlexW2070925045MaRDI QIDQ618565

Guang Lin, Alexandre M. Tartakovsky

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/s10915-010-9346-5

zbMATH Keywords

sparse gridsporous mediapolynomial chaosprobabilistic collocation method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion (76R50) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (11)

Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models ⋮ Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids ⋮ Weak Galerkin finite element methods for Darcy flow: anisotropy and heterogeneity ⋮ Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction ⋮ Basis adaptation and domain decomposition for steady-state partial differential equations with random coefficients ⋮ Physics-informed machine learning method with space-time Karhunen-Loève expansions for forward and inverse partial differential equations ⋮ Stochastic Basis Adaptation and Spatial Domain Decomposition for Partial Differential Equations with Random Coefficients ⋮ A reduced order method for Allen-Cahn equations ⋮ A stochastic mixed finite element heterogeneous multiscale method for flow in porous media ⋮ Analytical approximation and numerical studies of one-dimensional elliptic equation with random coefficients ⋮ A Hybrid HDMR for Mixed Multiscale Finite Element Methods with Application to Flows in Random Porous Media

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