A spectral stochastic semi-Lagrangian method for convection-diffusion equations with uncertainty
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Publication:618455
DOI10.1007/s10915-009-9273-5zbMath1203.65016OpenAlexW2088872018MaRDI QIDQ618455
Mohammed Seaid, Mofdi El-Amrani
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
finite element methodstochastic simulationsemi-Lagrangian methodchaos polynomialsstochastic convection-diffusion equations
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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