Evolution of probability distribution in time for solutions of hyperbolic equations

DOI10.1007/s10915-009-9284-2zbMath1203.65018OpenAlexW1967777149MaRDI 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 simulationrandom mediastochastic partial differential equationMaxwell equationMonte Carlo integrationevolution of probability distributionrandom interface

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Numerical solutions to stochastic differential and integral equations (65C30) Hyperbolic equations and hyperbolic systems (35Lxx)

Related Items (2)

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

This page was built for publication: Evolution of probability distribution in time for solutions of hyperbolic equations