Adaptive concepts for stochastic partial differential equations

DOI10.1007/s10915-019-00944-zzbMath1418.60084OpenAlexW2927999970MaRDI QIDQ2316227

Christian Schellnegger, Andreas Prohl

Publication date: 26 July 2019

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-019-00944-z

zbMATH Keywords

distancevariance reductionprobability measurescomparing distributionspartitioning of the high-dimensional state spacespace-time adaptivity of SPDEs

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

A Posteriori Estimates for the Stochastic Total Variation Flow ⋮ Numerical approximation of the stochastic Cahn-Hilliard equation near the sharp interface limit ⋮ Robust a posteriori estimates for the stochastic Cahn-Hilliard equation

Uses Software

• UMFPACK
• GSL

Cites Work

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