Random difference scheme for diffusion advection model

DOI10.1186/S13662-019-2005-8MaRDI QIDQ1720182zbMATH OpenOpenAlexWikidataFDO

Authors Xianqiang Yang

Publication date 12 February 2019

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13662-019-2005-8

zbMATH Keywords

random difference schemerandom diffusion coefficientrandom modelrandom velocity coefficientstability in mean fourthstability in mean square

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) 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)

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Cites work

• A class of artificial boundary conditions for heat equation in unbounded domains
• Convergence of difference scheme for heat equation in unbounded domains using artificial boundary conditions
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Mean square convergent three and five points finite difference scheme for stochastic parabolic partial differential equations
• Mean square convergent three points finite difference scheme for random partial differential equations
• Mean Square Numerical Methods for Initial Value Random Differential Equations
• Stochastic differential equations. An introduction with applications.

Cited in

(6)

• Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity
• Semi-analytic treatment of mixed hyperbolic-elliptic Cauchy problem modeling three-phase flow in porous media
• Equation-Free, Multiscale Computation for Unsteady Random Diffusion
• Application of an indicator random process for modeling open stochastic systems
• Parameter identification for the stochastic ductal carcinoma in situ model with free boundary conditions
• Constructing approximate diffusion processes with uncertain data

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