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A variational Crank-Nicolson ensemble Monte Carlo algorithm for a heat equation under uncertainty - MaRDI portal

A variational Crank-Nicolson ensemble Monte Carlo algorithm for a heat equation under uncertainty (Q6582022)

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scientific article; zbMATH DE number 7890902
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English
A variational Crank-Nicolson ensemble Monte Carlo algorithm for a heat equation under uncertainty
scientific article; zbMATH DE number 7890902

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    A variational Crank-Nicolson ensemble Monte Carlo algorithm for a heat equation under uncertainty (English)
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    1 August 2024
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    diffusion coefficient
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    Robin boundary coefficient
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    Crank-Nicolson ensemble scheme
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    Monte Carlo method
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