Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme (Q2301407)

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scientific article; zbMATH DE number 7173152
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    Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme
    scientific article; zbMATH DE number 7173152

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      Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme (English)
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      24 February 2020
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      uncertainty quantification
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      random heat partial differential equation
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      finite difference scheme
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      probability density function
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      numerical method
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