Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity

DOI10.1007/s10915-018-0890-8zbMath1417.60057OpenAlexW2903677261WikidataQ128771389 ScholiaQ128771389MaRDI QIDQ2312006

Xinlong Feng, J. A. Fiordilino, Ning Li

Publication date: 4 July 2019

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-018-0890-8

zbMATH Keywords

convection-diffusion equationbackward differentiation formulastochastic collocation methodrandom diffusivityensemble time-stepping algorithm

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Uses Software

• FreeFem++

Cites Work

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