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A combined collocation and Monte Carlo method for advection-diffusion equation of a solute in random porous media - MaRDI portal

A combined collocation and Monte Carlo method for advection-diffusion equation of a solute in random porous media (Q3465870)

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A combined collocation and Monte Carlo method for advection-diffusion equation of a solute in random porous media
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    A combined collocation and Monte Carlo method for advection-diffusion equation of a solute in random porous media (English)
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    29 January 2016
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    uncertainty quantification
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    elliptic PDE with random coefficients
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    advection-diffusion equation
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    collocation techniques
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    anisotropic sparse grids
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    Monte Carlo method
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    Euler scheme for SDE
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