Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity
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convection-diffusion equationstochastic collocation methodbackward differentiation formularandom diffusivityensemble time-stepping algorithm
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) 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)
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Cites work
- scientific article; zbMATH DE number 854710 (Why is no real title available?)
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- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
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- A generalized sampling and preconditioning scheme for sparse approximation of polynomial chaos expansions
- A higher order ensemble simulation algorithm for fluid flows
- A second order ensemble timestepping algorithm for natural convection
- A second-order time-stepping scheme for simulating ensembles of parameterized flow problems
- A sparse grid stochastic collocation method for elliptic interface problems with random input
- A two-level stochastic collocation method for semilinear elliptic equations with random coefficients
- An Ensemble Algorithm for Numerical Solutions to Deterministic and Random Parabolic PDEs
- An algorithm for fast calculation of flow ensembles
- An efficient algorithm for computation of MHD flow ensembles
- An efficient algorithm for simulating ensembles of parameterized flow problems
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- Efficient collocational approach for parametric uncertainty analysis
- Ensemble time-stepping algorithms for the heat equation with uncertain conductivity
- Ensemble timestepping algorithms for natural convection
- Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data
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- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
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- New development in freefem++
- On Discrete Least-Squares Projection in Unbounded Domain with Random Evaluations and its Application to Parametric Uncertainty Quantification
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Cited in
(22)- An efficient ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations
- Numerical analysis of a second order ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations
- Lattice Boltzmann method for stochastic convection-diffusion equations
- Filtered time-stepping method for incompressible Navier-Stokes equations with variable density
- SAV decoupled ensemble algorithms for fast computation of Stokes-Darcy flow ensembles
- An efficient scalar auxiliary variable partitioned projection ensemble method for simulating surface-groundwater flows
- Unconditionally Energy Stable and First-Order Accurate Numerical Schemes for the Heat Equation with Uncertain Temperature-Dependent Conductivity
- An efficient iterative method for solving parameter-dependent and random convection-diffusion problems
- Method of Order Reduction for the High-Dimensional Convection-Diffusion-Reaction Equation with Robin Boundary Conditions Based on MQ RBF-FD
- An ensemble Monte Carlo HDG method for parabolic PDEs with random coefficients
- Stabilized Scalar Auxiliary Variable Ensemble Algorithms for Parameterized Flow Problems
- A second-order time-stepping scheme for simulating ensembles of parameterized flow problems
- An EMC-HDG scheme for the convection-diffusion equation with random diffusivity
- A new ensemble HDG method for parameterized convection diffusion PDEs
- An ensemble scheme for the numerical solution of a random transient heat equation with uncertain inputs
- An MLMCE-HDG method for the convection diffusion equation with random diffusivity
- A second order ensemble method with different subdomain time steps for simulating coupled surface‐groundwater flows
- Ensemble time-stepping algorithms for the heat equation with uncertain conductivity
- Artificial compressibility SAV ensemble algorithms for the incompressible Navier-Stokes equations
- Numerical analysis of a second order ensemble method for evolutionary magnetohydrodynamics equations at small magnetic Reynolds number
- An Artificial Compressibility Crank--Nicolson Leap-Frog Method for the Stokes--Darcy Model and Application in Ensemble Simulations
- A multilevel Monte Carlo ensemble and hybridizable discontinuous Galerkin method for a stochastic parabolic problem
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