Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients

DOI10.1016/j.apnum.2017.06.009zbMath1372.65013arXiv1402.2156OpenAlexW2962912931MaRDI QIDQ2402559

Franz G. Fuchs, Andrea Barth

Publication date: 8 September 2017

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

Full work available at URL: https://arxiv.org/abs/1402.2156

zbMATH Keywords

numerical examplesMonte Carlo methodOrnstein-Uhlenbeck processstochastic partial differential equationuncertainty quantificationtraffic flowhyperbolic partial differential equationsstochastic coefficientfinite difference/volume schemesrandom advection equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Traffic problems in operations research (90B20) 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) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

Related Items (1)

An explicit numerical scheme for the computer simulation of the stochastic transport equation

Cites Work

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