A combined collocation and Monte Carlo method for advection-diffusion equation of a solute in random porous media (Q3465870)

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scientific article; zbMATH DE number 6537121
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    A combined collocation and Monte Carlo method for advection-diffusion equation of a solute in random porous media
    scientific article; zbMATH DE number 6537121

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      A combined collocation and Monte Carlo method for advection-diffusion equation of a solute in random porous media (English)
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      29 January 2016
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      uncertainty quantification
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      elliptic PDE with random coefficients
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      advection-diffusion equation
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      collocation techniques
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      anisotropic sparse grids
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      Monte Carlo method
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      Euler scheme for SDE
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