A multiorder discontinuous Galerkin Monte Carlo method for hyperbolic problems with stochastic parameters

DOI10.1137/16M1086388zbMATH Open1382.65022OpenAlexW2789683185MaRDI QIDQ4603036FDOQ4603036

Authors: Daniel Appelö, Mohammad Motamed 

Publication date: 14 February 2018

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1086388

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zbMATH Keywords

uncertainty quantificationalgorithmnumerical experimentmultilevel Monte Carlowave propagationdiscontinuous Galerkinhyperbolic problemsstochastic parametersmultiorder Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial-boundary value problems for second-order hyperbolic equations (35L20) 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) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Cites Work

• An energy-based discontinuous Galerkin discretization of the elastic wave equation in second order form
• Multilevel Monte Carlo Path Simulation
• A continuation multilevel Monte Carlo algorithm
• Multi-index Monte Carlo: when sparsity meets sampling
• Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data
• Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Title not available (Why is that?)
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
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• A stochastic collocation method for the second-order wave equation with a discontinuous random speed
• Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
• Analysis and computation of the elastic wave equation with random coefficients
• Multi-level Monte Carlo finite difference and finite volume methods for stochastic linear hyperbolic systems
• A new discontinuous Galerkin formulation for wave equations in second-order form
• A stochastic multiscale method for the elastodynamic wave equation arising from fiber composites

Cited In (7)

• Fuzzy-stochastic partial differential equations
• Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation
• A high-order semi-Lagrangian method for the consistent Monte-Carlo solution of stochastic Lagrangian drift-diffusion models coupled with Eulerian discontinuous spectral element method
• Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty
• IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains
• A multi-modes Monte Carlo interior penalty discontinuous Galerkin method for the time-harmonic Maxwell's equations with random coefficients
• $hp$-Multilevel Monte Carlo Methods for Uncertainty Quantification of Compressible Navier--Stokes Equations

Uses Software

• DG_DATH_ELASTIC_V1.0

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