Adaptive concepts for stochastic partial differential equations

DOI10.1007/s10915-019-00944-zzbMath1418.60084OpenAlexW2927999970MaRDI QIDQ2316227

Christian Schellnegger, Andreas Prohl

Publication date: 26 July 2019

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-019-00944-z

zbMATH Keywords

distancevariance reductionprobability measurescomparing distributionspartitioning of the high-dimensional state spacespace-time adaptivity of SPDEs

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

A Posteriori Estimates for the Stochastic Total Variation Flow ⋮ Numerical approximation of the stochastic Cahn-Hilliard equation near the sharp interface limit ⋮ Robust a posteriori estimates for the stochastic Cahn-Hilliard equation

Uses Software

• UMFPACK
• GSL

Cites Work

• Stochastic ferromagnetism. Analysis and numerics
• Finite element methods for linear hyperbolic problems
• Consistent SUPG-method for transient transport problems: stability and convergence
• Finite element methods for time-dependent convection-diffusion-reaction equations with small diffusion
• Design of adaptive finite element software. The finite element toolbox ALBERTA. With CD-ROM
• Struwe-like solutions for the stochastic harmonic map flow
• A concise course on stochastic partial differential equations
• A regression-based Monte Carlo method to solve backward stochastic differential equations
• The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation
• (In-)stability of singular equivariant solutions to the Landau–Lifshitz–Gilbert equation
• Error Analysis of the SUPG Finite Element Discretization of Evolutionary Convection-Diffusion-Reaction Equations
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• Finite Element Methods for Navier-Stokes Equations
• On the Complexity of Sparse $QR$ and $LU$ Factorization of Finite-Element Matrices
• The superconvergent patch recovery anda posteriori error estimates. Part 1: The recovery technique
• Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
• Adaptive weak approximation of stochastic differential equations
• On Choosing and Bounding Probability Metrics
• An adaptive Euler-Maruyama scheme for SDEs: convergence and stability
• Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations
• Algorithm 832
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Adaptive concepts for stochastic partial differential equations