A spectral stochastic semi-Lagrangian method for convection-diffusion equations with uncertainty

DOI10.1007/S10915-009-9273-5MaRDI QIDQ618455zbMATH OpenOpenAlexFDO

Authors Mofdi El-Amrani, Mohammed Seaid

Publication date 16 January 2011

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10915-009-9273-5

zbMATH Keywords

finite element methodstochastic simulationsemi-Lagrangian methodchaos polynomialsstochastic convection-diffusion equations

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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Cited in

(6)

• Solution verification, goal-oriented adaptive methods for stochastic advection-diffusion problems
• A stabilized finite element method for stochastic incompressible Navier--Stokes equations
• Legendre spectral element method (LSEM) to simulate the two-dimensional system of nonlinear stochastic advection–reaction–diffusion models
• Fast IIF-WENO method on non-uniform meshes for nonlinear space-fractional convection-diffusion-reaction equations
• An MLMCE-HDG method for the convection diffusion equation with random diffusivity
• A high-order semi-Lagrangian method for the consistent Monte-Carlo solution of stochastic Lagrangian drift-diffusion models coupled with Eulerian discontinuous spectral element method

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