Probabilistic time integration for semi-explicit PDAEs

DOI10.1007/S11222-024-10543-0MaRDI QIDQ7028021zbMATH OpenFDO

Authors Robert Altmann, A. Moradi

Publication date 13 February 2025

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-024-10543-0

zbMATH Keywords

PDAEsprobabilistic numericsrandomizationsemi-explicit systems

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Numerical solutions to equations with nonlinear operators (65J15) Numerical methods for differential-algebraic equations (65L80) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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