Evolution of probability distribution in time for solutions of hyperbolic equations

DOI10.1007/s10915-009-9284-2zbMath1203.65018MaRDI QIDQ618492

Chang-Yeol Jung

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/s10915-009-9284-2

zbMATH Keywords

Monte Carlo simulation; random media; stochastic partial differential equation; Maxwell equation; Monte Carlo integration; evolution of probability distribution; random interface

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

65C30: Numerical solutions to stochastic differential and integral equations

35Lxx: Hyperbolic equations and hyperbolic systems

Related Items

Discontinuous Galerkin methods for stochastic Maxwell equations with multiplicative noise, A review on stochastic multi-symplectic methods for stochastic Maxwell equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Uncertainty propagation using Wiener-Haar expansions
• A stochastic variational multiscale method for diffusion in heterogeneous random media
• Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion
• Runge--Kutta discontinuous Galerkin methods for convection-dominated problems
• Uncertainty analysis for the steady-state flows in a dual throat nozzle
• Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
• A Comparative Study on Uncertainty Quantification for Flow in Randomly Heterogeneous Media Using Monte Carlo Simulations and Conventional and KL-Based Moment-Equation Approaches
• Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Uncertainty propagation in CFD using polynomial chaos decomposition
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Computational Modeling of Uncertainty in Time-Domain Electromagnetics
• Inverse problems for partial differential equations
• Solution of stochastic partial differential equations using Galerkin finite element techniques