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

zbMATH Keywords

algorithmsingular value decompositionMonte Carlo methodrandom fieldDarcy equationpolynomial chaos expansionKarhunen-Loève expansionprobabilistic collocation methodrandom hydraulic conductivity

Mathematics Subject Classification ID

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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