A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. II: Adaptivity and generalizations

DOI10.1016/j.jcp.2013.02.020zbMath1297.65007OpenAlexW2087257783MaRDI QIDQ401601

Zhiwen Zhang, Mulin Cheng, Thomas Yizhao Hou

Publication date: 27 August 2014

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.02.020

zbMATH Keywords

Navier-Stokes equationsnumerical examplesstochastic partial differential equationsstochastic flowsparsityKarhunen-Loeve expansionadaptivity algorithmBoussinesq approximation with Brownian forcinglow-dimensional structurepolynomial chaos method

Mathematics Subject Classification ID

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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