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

DOI10.3934/DCDSB.2018107zbMATH1406.35314OpenAlexW2792155392MaRDI 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

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)

Recommendations

• Numerical solution of the Fokker Planck equation using moving finite elements
• Stochastic simulation algorithms for solving transient anisotropic diffusion-recombination equations and application to cathodoluminescence imaging
• Large-Scale Scientific Computing
• Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation
• Moving finite element methods by use of space-time elements: I. Scalar problems

Cites work

• scientific article; zbMATH DE number 1999206 (Why is no real title available?)
• A finite difference moving mesh method based on conservation for moving boundary problems
• Adaptivity with moving grids
• Diffraction in Time
• High order stable finite difference methods for the Schrödinger equation
• Multilevel higher order QMC Petrov-Galerkin discretization for affine parametric operator equations
• Spectral Methods for Uncertainty Quantification

Cited in

(1)

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

This page was built for publication: An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1756989)