An Ensemble Algorithm for Numerical Solutions to Deterministic and Random Parabolic PDEs
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Publication:4637511
DOI10.1137/17M1131489MaRDI QIDQ4637511FDOQ4637511
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
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
- An efficient scalar auxiliary variable partitioned projection ensemble method for simulating surface-groundwater flows
- Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity
- 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 variational Crank-Nicolson ensemble Monte Carlo algorithm for a heat equation under uncertainty
- A Superconvergent Ensemble HDG Method for Parameterized Convection Diffusion Equations
- An ensemble Monte Carlo HDG method for parabolic PDEs with random coefficients
- Stabilized Scalar Auxiliary Variable Ensemble Algorithms for Parameterized Flow Problems
- 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 variational MAX ensemble numerical algorism for a transient heat model with random inputs
- A second order ensemble method with different subdomain time steps for simulating coupled surface‐groundwater flows
- 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
- Artificial compressibility SAV ensemble algorithms for the incompressible Navier-Stokes equations
- Ensemble algorithm for parametrized flow problems with energy stable open boundary conditions
- Numerical analysis of a second order ensemble method for evolutionary magnetohydrodynamics equations at small magnetic Reynolds number
- A pressure-correction ensemble scheme for computing evolutionary Boussinesq equations
- An Artificial Compressibility Crank--Nicolson Leap-Frog Method for the Stokes--Darcy Model and Application in Ensemble Simulations
- A Multilevel Monte Carlo Ensemble Scheme for Random Parabolic PDEs
- A multilevel Monte Carlo ensemble and hybridizable discontinuous Galerkin method for a stochastic parabolic problem
- Highly efficient ensemble algorithms for computing the Stokes-Darcy equations
- Numerical investigation of two second-order, stabilized SAV ensemble methods for the Navier-Stokes equations
- An ensemble algorithm for numerical solutions to deterministic and random parabolic PDEs
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