Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme

DOI10.1016/j.apnum.2020.01.012zbMath1435.65118OpenAlexW3000164190WikidataQ126335014 ScholiaQ126335014MaRDI QIDQ2301407

Yanyan Li

Publication date: 24 February 2020

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

Full work available at URL: https://doi.org/10.1016/j.apnum.2020.01.012

zbMATH Keywords

numerical methodfinite difference schemeprobability density functionuncertainty quantificationrandom heat partial differential equation

Mathematics Subject Classification ID

Heat equation (35K05) Combinatorial probability (60C05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Uncertainty quantification analysis of the biological Gompertz model subject to random fluctuations in all its parameters ⋮ Liouville’s equations for random systems ⋮ Generalized Probability Density Function of the Solution to the Random Burgers-Riemann Problem ⋮ Constructing reliable approximations of the random fractional Hermite equation: solution, moments and density ⋮ Probabilistic evolution analysis and first passage analysis of a class of stochastic dynamic systems with fractional derivative based on complex fractional moment method ⋮ Dealing with variability in ecological modelling: An analysis of a random non‐autonomous logistic population model

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