On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity

DOI10.1016/j.cma.2013.02.009zbMath1286.65138OpenAlexW2103353139MaRDI QIDQ2449908

Jan Nordström, Alireza Doostan, Per Pettersson

Publication date: 13 May 2014

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-90995

zbMATH Keywords

monotonicitystabilitypolynomial chaossummation-by-parts operatorsstochastic collocationstochastic Galerkin

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (6)

Review of summation-by-parts operators with simultaneous approximation terms for the numerical solution of partial differential equations ⋮ Review of summation-by-parts schemes for initial-boundary-value problems ⋮ A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing ⋮ Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations ⋮ A well-posed and stable stochastic Galerkin formulation of the incompressible Navier-Stokes equations with random data ⋮ A local sensitivity analysis for the hydrodynamic Cucker-Smale model with random inputs

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