On the linear advection equation subject to random velocity fields

DOI10.1016/J.MATCOM.2011.10.008zbMATH Open1241.35224OpenAlexW2051933177MaRDI QIDQ433630FDOQ433630

Authors: F. A. Dorini, M. C. C. Cunha 

Publication date: 5 July 2012

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2011.10.008

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zbMATH Keywords

Gaussian processesrandomvelocityadvection

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

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Cited In (24)

• Analytic-Numerical Solution of Random Parabolic Models: A Mean Square Fourier Transform Approach
• Liouville's equations for random systems
• Fluctuations of Random Semilinear Advection Equations
• Uncertainty quantification for hyperbolic conservation laws with flux coefficients given by spatiotemporal random fields
• Solving the random diffusion model in an infinite medium: a mean square approach
• A random walk on small spheres method for solving transient anisotropic diffusion problems
• Modified stochastic theta methods by ODEs solvers for stochastic differential equations
• The expectation of solution of random continuity equation with Gaussian velocity field
• The continuity equation with random velocity field and the expectation of its solutions
• Advection-diffusion equation on a half-line with boundary Lévy noise
• Theory and methods for random differential equations: a survey
• Statistical analysis of a semilinear hyperbolic system advected by a white in time random velocity field
• Stochastic Solutions for the Two-Dimensional Advection-Diffusion Equation
• Advection-diffusion equations with random coefficients on evolving hypersurfaces
• Analysis of random non-autonomous logistic-type differential equations via the Karhunen-Loève expansion and the random variable transformation technique
• The probability density function to the random linear transport equation
• Computing the density function of complex models with randomness by using polynomial expansions and the RVT technique. Application to the SIR epidemic model
• Extending the study on the linear advection equation subject to stochastic velocity field and initial condition
• Stochastic simulation algorithms for solving narrow escape diffusion problems by introducing a drift to the target
• Solving random homogeneous linear second-order differential equations: a full probabilistic description
• Modifying the split-step \(\theta \)-method with harmonic-mean term for stochastic differential equations
• The damped pendulum random differential equation: a comprehensive stochastic analysis via the computation of the probability density function
• Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients
• Uncertainty quantification analysis of the biological Gompertz model subject to random fluctuations in all its parameters

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