A finite volume method for the mean of the solution of the random transport equation

DOI10.1016/j.amc.2006.09.029zbMath1118.65002OpenAlexW1964479546MaRDI QIDQ883895

Fábio A. Dorini, Maria Cristina C. Cunha

Publication date: 12 June 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.09.029

zbMATH Keywords

diffusionfinite volume schemesRiemann problemGodunov methodlinear transport equationwave frontsstatistical mean

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Generalized Probability Density Function of the Solution to the Random Burgers-Riemann Problem ⋮ An explicit numerical scheme for the computer simulation of the stochastic transport equation ⋮ A numerical scheme for the variance of the solution of the random transport equation ⋮ Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients ⋮ Statistical moments of the random linear transport equation ⋮ Conservation Laws for Self-Adjoint First-Order Evolution Equation ⋮ Uncertainty Quantification for Hyperbolic Conservation Laws with Flux Coefficients Given by Spatiotemporal Random Fields ⋮ Statistical moments of the solution of the random Burgers-Riemann problem

Cites Work

• High resolution schemes for hyperbolic conservation laws
• Random differential equations in science and engineering
• A Study of Some Finite Difference Schemes for a Unidirectional Stochastic Transport Equation
• Finite Volume Methods for Hyperbolic Problems
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