A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. II: Adaptivity and generalizations
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Publication:401601
DOI10.1016/J.JCP.2013.02.020zbMATH Open1297.65007OpenAlexW2087257783MaRDI QIDQ401601FDOQ401601
stochastic partial differential equationsnumerical examplessparsityNavier-Stokes equationsKarhunen-Loeve expansionstochastic flowadaptivity algorithmBoussinesq approximation with Brownian forcinglow-dimensional structurepolynomial chaos method
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)
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Cited in
(40)- Error analysis of the dynamically orthogonal approximation of time dependent random PDEs
- Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
- Reduced-order description of transient instabilities and computation of finite-time Lyapunov exponents
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