Statistical moments of the random linear transport equation

DOI10.1016/j.jcp.2008.06.002zbMath1211.65005OpenAlexW2065021732MaRDI QIDQ947891

Fábio A. Dorini, Maria Cristina C. Cunha

Publication date: 8 October 2008

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2008.06.002

zbMATH Keywords

stabilityconsistencynumerical examplesRiemann problemGodunov's methodstatistical momentsrandom linear transport equationadvective-diffusive equation

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) 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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Cites Work

• A finite volume method for the mean of the solution of the random transport equation
• A survey of numerical methods for stochastic differential equations
• Statistical moments of the solution of the random Burgers-Riemann problem
• Random differential equations in science and engineering
• A numerical scheme for the variance of the solution of the random transport equation
• Finite Volume Methods for Hyperbolic Problems
• Conditions for Uniqueness in the Problem of Moments
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