A variational Crank-Nicolson ensemble Monte Carlo algorithm for a heat equation under uncertainty
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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- scientific article; zbMATH DE number 854710 (Why is no real title available?)
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Cited in
(3)- Unconditionally Energy Stable and First-Order Accurate Numerical Schemes for the Heat Equation with Uncertain Temperature-Dependent Conductivity
- Improved error estimates of ensemble Monte Carlo methods for random transient heat equations with uncertain inputs
- A fully discrete HDG ensemble Monte Carlo algorithm for a heat equation under uncertainty
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