Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations

DOI10.1016/j.apnum.2021.10.007zbMath1478.65118arXiv2011.02443OpenAlexW3207058903MaRDI QIDQ2058395

Pelin Çiloğlu, Hamdullah Yücel

Publication date: 9 December 2021

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.02443

zbMATH Keywords

error estimateslow-rank approximationsuncertainty quantificationconvection diffusion equation with random coefficientsstochastic discontinuous Galerkin

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Reaction-diffusion equations (35K57) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items

Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients ⋮ A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity

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