Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients
DOI10.1016/j.apnum.2017.06.009zbMath1372.65013arXiv1402.2156OpenAlexW2962912931MaRDI QIDQ2402559
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
numerical examplesMonte Carlo methodOrnstein-Uhlenbeck processstochastic partial differential equationuncertainty quantificationtraffic flowhyperbolic partial differential equationsstochastic coefficientfinite difference/volume schemesrandom advection equation
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)
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