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

stability in mean squarerandom modelrandom difference schemerandom diffusion coefficientrandom velocity coefficientstability in mean fourth

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 Numerical Methods for Initial Value Random 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
• Stochastic differential equations. An introduction with applications.

Cited in

(5)

• 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
• Constructing approximate diffusion processes with uncertain data
• Application of an indicator random process for modeling open stochastic systems
• Equation-Free, Multiscale Computation for Unsteady Random Diffusion

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