An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model

DOI10.3934/DCDSB.2018107zbMATH Open1406.35314OpenAlexW2792155392MaRDI QIDQ1756989FDOQ1756989

Authors: Brandon C. Reyes, Avi Purkayastha, M. Ganesh 

Publication date: 28 December 2018

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2018107

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zbMATH Keywords

Monte Carlofinite element methodmultilevel Monte Carlodiffraction in timemoving-mesh

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Time-dependent Schrödinger equations and Dirac equations (35Q41) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Galerkin and related methods applied to problems in optics and electromagnetic theory (78M10) Other physical applications of random processes (60K40)

Cites Work

• Title not available (Why is that?)
• Spectral Methods for Uncertainty Quantification
• High order stable finite difference methods for the Schrödinger equation
• Diffraction in Time
• A finite difference moving mesh method based on conservation for moving boundary problems
• Adaptivity with moving grids
• Multilevel higher order QMC Petrov-Galerkin discretization for affine parametric operator equations

Cited In (1)

• An efficient multi-level high-order algorithm for simulation of a class of Allen-Cahn stochastic systems

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