An adaptive WENO collocation method for differential equations with random coefficients

DOI10.3390/MATH4020029zbMATH Open1360.65034OpenAlexW2345956159MaRDI QIDQ515442FDOQ515442

Authors: Guang Lin, Andrew Christlieb, Wei Guo, Jing-Mei Qiu 

Publication date: 16 March 2017

Published in: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/math4020029

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zbMATH Keywords

numerical experimentsMonte Carlo methodadaptive mesh refinementBurgers' equationexponential convergenceGibbs phenomenonhigh-orderstochastic collocation methodmulti-elementKraichnan-Orszag problemweighted essentially non-oscillatory interpolation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) KdV equations (Korteweg-de Vries equations) (35Q53) 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) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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Cited In (2)

• A third order hierarchical basis WENO interpolation for sparse grids with application to conservation laws with uncertain data
• Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures

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