Stochastic polynomial chaos based algorithm for solving PDEs with random coefficients
DOI10.1515/mcma-2014-0006zbMath1307.65013OpenAlexW2082282986MaRDI QIDQ487529
Irina A. Shalimova, K. K. Sabel'fel'd
Publication date: 22 January 2015
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma-2014-0006
algorithmsingular value decompositionMonte Carlo methodrandom fieldDarcy equationpolynomial chaos expansionKarhunen-Loève expansionprobabilistic collocation methodrandom hydraulic conductivity
Random fields (60G60) Flows in porous media; filtration; seepage (76S05) Stochastic analysis applied to problems in fluid mechanics (76M35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)
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