A numerical scheme for the variance of the solution of the random transport equation

DOI10.1016/j.amc.2007.01.038zbMath1122.65303OpenAlexW1967565085MaRDI QIDQ2383765

Maria Cristina C. Cunha, Fábio A. Dorini

Publication date: 19 September 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.01.038

zbMATH Keywords

stabilitynumerical resultsconsistencyfinite volume schemesGodunov's methodadvective-diffusive equationRandom linear transport equation

Mathematics Subject Classification ID

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) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Initial value problems for second-order parabolic equations (35K15)

Related Items (6)

Generalized Probability Density Function of the Solution to the Random Burgers-Riemann Problem ⋮ Mean square solution of Bessel differential equation with uncertainties ⋮ Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients ⋮ Statistical moments of the random linear transport equation ⋮ Uncertainty Quantification for Hyperbolic Conservation Laws with Flux Coefficients Given by Spatiotemporal Random Fields ⋮ Statistical moments of the solution of the random Burgers-Riemann problem

Cites Work

• Unnamed Item
• A finite volume method for the mean of the solution of the random transport equation
• Finite Volume Methods for Hyperbolic Problems

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