Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation
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Publication:695748
DOI10.1007/S10596-011-9273-ZzbMATH Open1348.76147OpenAlexW2016300469WikidataQ57716588 ScholiaQ57716588MaRDI QIDQ695748FDOQ695748
Authors: S. Geiger, Antoine Tambue, Gabriel J. Lord 
Publication date: 17 December 2012
Published in: Computational Geosciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10596-011-9273-z
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Cited In (16)
- An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
- Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure
- Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations
- Extended probability perturbation method for calibrating stochastic reservoir models
- Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise
- On a \(p(t,x)\)-Laplace evolution equation with a stochastic force
- Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- The stochastic p -Laplace equation on ℝ d
- A domain decomposition method for stochastic evolution equations
- An exponential integrator for advection-dominated reactive transport in heterogeneous porous media
- Efficient exponential time integration for simulating nonlinear coupled oscillators
- Exponential Rosenbrock methods and their application in visual computing
- A stochastic delay model for pricing debt and equity: numerical techniques and applications
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