A discrete eigenfunctions method for numerical solution of random diffusion models

MaRDI QIDQ5428477zbMATH OpenFDO

Authors L. Villafuerte, L. Jódar, Juan Cortés

Publication date 22 November 2007

zbMATH Keywords

mean-square stabilityrandom difference scheme

Mathematics Subject Classification ID

Theoretical approximation in context of PDEs (35A35) Initial-boundary value problems for second-order parabolic equations (35K20) Continuous-time Markov processes on general state spaces (60J25) Probabilistic methods, stochastic differential equations (65C99)

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(10)

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• Solving the random diffusion model in an infinite medium: a mean square approach
• Random difference scheme for diffusion advection model
• Random mixed hyperbolic models: numerical analysis and computing
• Analytic-numerical solution of random boundary value heat problems in a semi-infinite bar
• Analytic-numerical approximating processes of diffusion equation with data uncertainty
• Computing mean square approximations of random diffusion models with source term
• A low computational cost numerical method for solving mixed diffusion problems
• Computing the eigenvalues of Gurtin-MacCamy models with diffusion
• Constructing approximate diffusion processes with uncertain data

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