Solving the random Cauchy one-dimensional advection-diffusion equation: numerical analysis and computing

DOI10.1016/j.cam.2017.02.001zbMath1381.65003OpenAlexW2587634025MaRDI QIDQ1676023

Peng Zhang

Publication date: 3 November 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.02.001

zbMATH Keywords

numerical examplesdiscrete Fourier transformmean square random convergencerandom Cauchy advection-diffusion equationrandom consistencyrandom finite difference schemerandom stability

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) 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) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Mathematical modeling and computational methods ⋮ From backward approximations to Lagrange polynomials in discrete advection-reaction operators

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