An Ensemble Algorithm for Numerical Solutions to Deterministic and Random Parabolic PDEs

DOI10.1137/17M1131489MaRDI QIDQ4637511zbMATH OpenFDO

Authors Yan Luo, Zhu Wang

Publication date 24 April 2018

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

Full work available at URL https://arxiv.org/abs/1710.06418

zbMATH Keywords

Monte Carlo methodparabolic PDEsensemble-based methodrandom parabolic PDEs

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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Cited in

(33)

• An efficient ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations
• Numerical analysis of a second order ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations
• SAV decoupled ensemble algorithms for fast computation of Stokes-Darcy flow ensembles
• Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity
• An efficient scalar auxiliary variable partitioned projection ensemble method for simulating surface-groundwater flows
• Unconditionally Energy Stable and First-Order Accurate Numerical Schemes for the Heat Equation with Uncertain Temperature-Dependent Conductivity
• An efficient iterative method for solving parameter-dependent and random convection-diffusion problems
• A Superconvergent Ensemble HDG Method for Parameterized Convection Diffusion Equations
• A variational Crank-Nicolson ensemble Monte Carlo algorithm for a heat equation under uncertainty
• An ensemble Monte Carlo HDG method for parabolic PDEs with random coefficients
• Stabilized Scalar Auxiliary Variable Ensemble Algorithms for Parameterized Flow Problems
• A multilevel Monte Carlo ensemble scheme for random parabolic PDEs
• Numerical investigation of ensemble methods with block iterative solvers for evolution problems
• An EMC-HDG scheme for the convection-diffusion equation with random diffusivity
• An ensemble scheme for the numerical solution of a random transient heat equation with uncertain inputs
• An MLMCE-HDG method for the convection diffusion equation with random diffusivity
• An ensemble solver for segregated cardiovascular FSI
• Unconditionally stable, second order, decoupled ensemble schemes for computing evolutionary Boussinesq equations
• A second order ensemble method with different subdomain time steps for simulating coupled surface‐groundwater flows
• A variational MAX ensemble numerical algorism for a transient heat model with random inputs
• An ensemble algorithm for numerical solutions to deterministic and random parabolic PDEs
• Risk-averse design of tall buildings for uncertain wind conditions
• Ensemble Domain Decomposition Algorithm for the Fully Mixed Random Stokes–Darcy Model with the Beavers–Joseph Interface Conditions
• Improved error estimates of ensemble Monte Carlo methods for random transient heat equations with uncertain inputs
• Novel partitioned time-stepping algorithms for fast computation of random interface-coupled problems with uncertain parameters
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• Numerical investigation of two second-order, stabilized SAV ensemble methods for the Navier-Stokes equations

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