Robust boundary conditions for stochastic incompletely parabolic systems of equations

DOI10.1016/j.jcp.2018.04.060zbMath1415.35297MaRDI QIDQ2425264

Jan Nordström, Markus Wahlsten

Publication date: 26 June 2019

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-133365

zbMATH Keywords

stochastic data; initial boundary value problems; variance reduction; robust design; uncertainty quantification; incompletely parabolic system

Mathematics Subject Classification ID

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

35B30: Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs

35R60: PDEs with randomness, stochastic partial differential equations