Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs
DOI10.1137/140967787zbMath1320.65149MaRDI QIDQ5254441
Fabio Nobile, Tao Zhou, Eleonora Musharbash
Publication date: 9 June 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/140967787
dynamical low rank approximation; dynamically orthogonal approximation; parabolic PDEs with random parameters
65C20: Probabilistic models, generic numerical methods in probability and statistics
35K20: Initial-boundary value problems for second-order parabolic equations
65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
65M15: Error bounds for initial value and initial-boundary value problems involving PDEs
35R60: PDEs with randomness, stochastic partial differential equations
35K15: Initial value problems for second-order parabolic equations
65M75: Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs
