Stochastic Solutions for the Two-Dimensional Advection-Diffusion Equation

DOI10.1137/S106482750342684XzbMath1075.65010OpenAlexW2131458371MaRDI QIDQ4652341

Xiaoliang Wan, Dongbin Xiu, George Em. Karniadakis

Publication date: 25 February 2005

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s106482750342684x

zbMATH Keywords

convergencenumerical resultsfinite element methodstochastic modelingspectral methodadvection-diffusion equationgeneralized polynomial chaoscompact Gaussian distributionsHermite-chaosJacobi-chaos

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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