An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model

DOI10.3934/dcdsb.2018107zbMath1406.35314OpenAlexW2792155392MaRDI QIDQ1756989

Brandon C. Reyes, Avi Purkayastha, Mahadevan Ganesh

Publication date: 28 December 2018

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2018107

zbMATH Keywords

finite element methodMonte Carlomultilevel Monte Carlodiffraction in timemoving-mesh

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Other physical applications of random processes (60K40) Finite element, Galerkin and related methods applied to problems in optics and electromagnetic theory (78M10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Parallel numerical computation (65Y05) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Time-dependent Schrödinger equations and Dirac equations (35Q41)

Related Items (1)

An efficient multi-level high-order algorithm for simulation of a class of Allen-Cahn stochastic systems

Cites Work

• Unnamed Item
• A finite difference moving mesh method based on conservation for moving boundary problems
• High order stable finite difference methods for the Schrödinger equation
• Multilevel Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations
• Multilevel Monte Carlo Methods
• Adaptivity with moving grids
• Spectral Methods for Uncertainty Quantification
• Diffraction in Time

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