Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity
From MaRDI portal
backward differentiation formulaconvection-diffusion equationensemble time-stepping algorithmrandom diffusivitystochastic collocation method
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)
Recommendations
- Ensemble time-stepping algorithms for the heat equation with uncertain conductivity
- An Ensemble Algorithm for Numerical Solutions to Deterministic and Random Parabolic PDEs
- An efficient ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations
- Ensemble timestepping algorithms for natural convection
- An ensemble scheme for the numerical solution of a random transient heat equation with uncertain inputs
- An efficient iterative method for solving parameter-dependent and random convection-diffusion problems
- Equation-Free, Multiscale Computation for Unsteady Random Diffusion
- Numeric solution of advection–diffusion equations by a discrete time random walk scheme
- A mesh free stochastic algorithm for solving diffusion-convection-reaction equations on complicated domains
- Random difference scheme for diffusion advection model
Cites work
- 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 Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A two-level stochastic collocation method for semilinear elliptic equations with random coefficients
- 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
- An efficient, high-order perturbation approach for flow in random porous media via Karhunen-Loève and polynomial expansions.
- An Ensemble Algorithm for Numerical Solutions to Deterministic and Random Parabolic PDEs
- Analysis of model variance for ensemble based turbulence modeling
- 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
- Fast numerical methods for stochastic computations: a review
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- High-Order Collocation Methods for Differential Equations with Random Inputs
- scientific article; zbMATH DE number 854710 (Why is no real title available?)
- New development in freefem++
- On Discrete Least-Squares Projection in Unbounded Domain with Random Evaluations and its Application to Parametric Uncertainty Quantification
- Recent developments in high order numerical methods for uncertainty quantification
- Stochastic collocation methods via \(\ell_1\) minimization using randomized quadratures
- Stochastic collocation on unstructured multivariate meshes
- Stochastic differential equations. An introduction with applications.
Cited in
(22)- An efficient ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations
- An efficient iterative method for solving parameter-dependent and random convection-diffusion problems
- Numerical analysis of a second order ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations
- Filtered time-stepping method for incompressible Navier-Stokes equations with variable density
- An MLMCE-HDG method for the convection diffusion equation with random diffusivity
- An EMC-HDG scheme for the convection-diffusion equation with random diffusivity
- SAV decoupled ensemble algorithms for fast computation of Stokes-Darcy flow ensembles
- A second-order time-stepping scheme for simulating ensembles of parameterized flow problems
- Artificial compressibility SAV ensemble algorithms for the incompressible Navier-Stokes equations
- Ensemble time-stepping algorithms for the heat equation with uncertain conductivity
- Method of Order Reduction for the High-Dimensional Convection-Diffusion-Reaction Equation with Robin Boundary Conditions Based on MQ RBF-FD
- Lattice Boltzmann method for stochastic convection-diffusion equations
- Stabilized Scalar Auxiliary Variable Ensemble Algorithms for Parameterized Flow Problems
- An Artificial Compressibility Crank--Nicolson Leap-Frog Method for the Stokes--Darcy Model and Application in Ensemble Simulations
- 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
- A multilevel Monte Carlo ensemble and hybridizable discontinuous Galerkin method for a stochastic parabolic problem
- Numerical analysis of a second order ensemble method for evolutionary magnetohydrodynamics equations at small magnetic Reynolds number
- A second order ensemble method with different subdomain time steps for simulating coupled surface‐groundwater flows
- Unconditionally Energy Stable and First-Order Accurate Numerical Schemes for the Heat Equation with Uncertain Temperature-Dependent Conductivity
- An ensemble Monte Carlo HDG method for parabolic PDEs with random coefficients
- An efficient scalar auxiliary variable partitioned projection ensemble method for simulating surface-groundwater flows
This page was built for publication: Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2312006)
