Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient

DOI10.1155/2014/642470zbMath1407.65209OpenAlexW2025004506WikidataQ59068549 ScholiaQ59068549MaRDI QIDQ1718841

Qian Zhang, Zhi-Yue Zhang

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/642470

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (1)

Multilevel Monte Carlo Finite Difference Methods for Fractional Conservation Laws with Random Data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Probabilistic finite elements for nonlinear structural dynamics
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
• Finite elements for elliptic problems with stochastic coefficients
• On solving elliptic stochastic partial differential equations
• Karhunen-Loève approximation of random fields by generalized fast multipole methods
• Karhunen-Loève decomposition of random fields based on a hierarchical matrix approach
• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
• Random field finite elements
• A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
• Quasi-Random Sequences and Their Discrepancies
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
• Constructing Embedded Lattice Rules for Multivariate Integration

This page was built for publication: Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient