Dynamically Orthogonal Numerical Schemes for Efficient Stochastic Advection and Lagrangian Transport

DOI10.1137/16M1109394zbMath1427.65006MaRDI QIDQ4580294

Pierre F. J. Lermusiaux, F. Feppon

Publication date: 14 August 2018

Published in: SIAM Review (Search for Journal in Brave)

zbMATH Keywords

singular value decompositionuncertainty quantificationLagrangian coherent structuresstochastic advectionflow-mapdynamically orthogonal decomposition

Mathematics Subject Classification ID

Factorization of matrices (15A23) Probabilistic models, generic numerical methods in probability and statistics (65C20) PDEs with randomness, stochastic partial differential equations (35R60) Methods of local Riemannian geometry (53B21)

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