Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations
DOI10.1016/j.jcp.2014.10.061zbMath1351.35278MaRDI QIDQ728842
Jan Nordström, Markus Wahlsten
Publication date: 20 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-104433
stability; boundary conditions; stochastic data; initial boundary value problems; variance reduction; well posed; robust design; hyperbolic system; uncertainty quantification; summation by parts
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
35B35: Stability in context of PDEs
60H25: Random operators and equations (aspects of stochastic analysis)
35B30: Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs
35R60: PDEs with randomness, stochastic partial differential equations
35L50: Initial-boundary value problems for first-order hyperbolic systems
