A combined collocation and Monte Carlo method for advection-diffusion equation of a solute in random porous media
advection-diffusion equationanisotropic sparse gridscollocation techniqueselliptic PDE with random coefficientsEuler scheme for SDEMonte Carlo methoduncertainty quantification
PDEs in connection with fluid mechanics (35Q35) Monte Carlo methods (65C05) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Spectral methods applied to problems in fluid mechanics (76M22) Flows in porous media; filtration; seepage (76S05)
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