Numerical studies of three-dimensional stochastic Darcy's equation and stochastic advection-diffusion-dispersion equation
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30) Diffusion (76R50)
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Cites work
- scientific article; zbMATH DE number 3155151 (Why is no real title available?)
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 3321507 (Why is no real title available?)
- Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- Approximation Results for Orthogonal Polynomials in Sobolev Spaces
- Convergence study of the truncated Karhunen-Loève expansion for simulation of stochastic processes
- Dimension-adaptive tensor-product quadrature
- Efficient implementation of weighted ENO schemes
- Eulerian Moment Equations for 2-D Stochastic Immiscible Flow
- Finite elements for elliptic problems with stochastic coefficients
- High dimensional integration of smooth functions over cubes
- High dimensional polynomial interpolation on sparse grids
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Monomial cubature rules since ``Stroud: A compilation
- Monomial cubature rules since ``Stroud: A compilation. II
- On Generating Orthogonal Polynomials
- On solving elliptic stochastic partial differential equations
- On the Optimality of the Discrete Karhunen--Loève Expansion
- Properties of Some Weighted Sobolev Spaces and Application to Spectral Approximations
- Pseudo-spectral and asymptotic sensitivity investigation of counter- rotating vortices
- Sample function regularity for Gaussian processes with the parameter in a Hilbert space
- Simple cubature formulas with high polynomial exactness
- Sparse grid collocation schemes for stochastic natural convection problems
- Stochastic Solutions for the Two-Dimensional Advection-Diffusion Equation
- Supersensitivity due to uncertain boundary conditions
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
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- Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models
- A reduced order method for Allen-Cahn equations
- Analytical approximation and numerical studies of one-dimensional elliptic equation with random coefficients
- Stochastic Basis Adaptation and Spatial Domain Decomposition for Partial Differential Equations with Random Coefficients
- Stochastic Solutions for the Two-Dimensional Advection-Diffusion Equation
- Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids
- Stochastic polynomial chaos expansion method for random Darcy equation
- A hybrid HDMR for mixed multiscale finite element methods with application to flows in random porous media
- Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction
- Basis adaptation and domain decomposition for steady-state partial differential equations with random coefficients
- Physics-informed machine learning method with space-time Karhunen-Loève expansions for forward and inverse partial differential equations
- A stochastic mixed finite element heterogeneous multiscale method for flow in porous media
- Weak Galerkin finite element methods for Darcy flow: anisotropy and heterogeneity
- Numerical analysis of the advection-diffusion of a solute in porous media with uncertainty
- Bayesian reduced-order deep learning surrogate model for dynamic systems described by partial differential equations
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