Stochastic collocation methods for nonlinear parabolic equations with random coefficients
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computational efficiencyMonte Carlo simulationsnonlinear diffusionnonlinear parabolic and elliptic problemsrandom coefficientsRichards equationstochastic collocationuncertainty quantification
Nonlinear elliptic equations (35J60) Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Complexity and performance of numerical algorithms (65Y20)
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Cited in
(33)- Collocation methods for nonlinear stochastic Volterra integral equations
- A hybrid collocation-perturbation approach for PDEs with random domains
- Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models
- Estimation of distributions via multilevel Monte Carlo with stratified sampling
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- Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
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- A bi-fidelity stochastic collocation method for transport equations with diffusive scaling and multi-dimensional random inputs
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