On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity

DOI10.1016/J.CMA.2013.02.009MaRDI QIDQ2449908zbMATH OpenOpenAlexFDO

Authors Per Pettersson, Alireza Doostan, Jan Nordström

Publication date 13 May 2014

Published in Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-90995

zbMATH Keywords

stabilitymonotonicitypolynomial chaossummation-by-parts operatorsstochastic collocationstochastic Galerkin

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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Cited in

(6)

• Review of summation-by-parts schemes for initial-boundary-value problems
• A well-posed and stable stochastic Galerkin formulation of the incompressible Navier-Stokes equations with random data
• Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations
• Review of summation-by-parts operators with simultaneous approximation terms for the numerical solution of partial differential equations
• A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing
• A local sensitivity analysis for the hydrodynamic Cucker-Smale model with random inputs

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