Spectral stochastic two-scale convergence method for parabolic PDEs

DOI10.1002/NME.2997MaRDI QIDQ3018015zbMATH OpenOpenAlexFDO

Authors M. Jardak, I. M. Navon

Publication date 20 July 2011

Published in International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nme.2997

zbMATH Keywords

Karhunen-Loève expansionsperiodic homogenizationspectral methodstwo-scale convergence methodWiener polynomial chaos

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Homogenization and oscillations in dynamical problems of solid mechanics (74Q10) Spectral and related methods applied to problems in solid mechanics (74S25) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60) Spectral, collocation and related (meshless) methods applied to problems in thermodynamics and heat transfer (80M22)

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Cites work

• A General Convergence Result for a Functional Related to the Theory of Homogenization
• Convergence study of the truncated Karhunen-Loève expansion for simulation of stochastic processes
• Homogenization and porous media
• Homogenization and Two-Scale Convergence
• Homogenization of linear and nonlinear transport equations
• Homogenization of Linear Transport Equations with Oscillatory Vector Fields
• Homogenization of Scalar Conservation Laws with Oscillatory Forcing Terms
• scientific article; zbMATH DE number 3713041 (Why is no real title available?)
• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• scientific article; zbMATH DE number 681105 (Why is no real title available?)
• scientific article; zbMATH DE number 3195732 (Why is no real title available?)
• Multiscale Methods
• Non-homogeneous media and vibration theory
• SCALE CONVERGENCE IN HOMOGENIZATION
• Solution of Interface Problems by Homogenization. II
• Spectral methods for incompressible viscous flow
• Spectral Methods in MATLAB
• Spectral polynomial chaos solutions of the stochastic advection equation
• Spectral stochastic homogenization of divergence-type PDEs.
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals

Cited in

(3)

• Effective wave factorization for a stochastic Schrödinger equation
• Spectral Methods for Multiscale Stochastic Differential Equations
• A spectral stochastic semi-Lagrangian method for convection-diffusion equations with uncertainty

Describes a project that uses

Uses Software

• Matlab

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