New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs
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Publication:2446759
DOI10.1016/j.jcp.2012.07.013zbMath1284.65143OpenAlexW2150165817MaRDI QIDQ2446759
Daniele Venturi, George Em. Karniadakis
Publication date: 22 April 2014
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2012.07.013
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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A Galerkin-based formulation of the probability density evolution method for general stochastic finite element systems, Numerical methods for high-dimensional probability density function equations, A roe-like numerical method for weakly hyperbolic systems of equations in conservation and non-conservation form, Exact PDF equations and closure approximations for advective-reactive transport, The numerical approximation of nonlinear functionals and functional differential equations, New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs, Hypoellipticity and the Mori–Zwanzig formulation of stochastic differential equations, Stability analysis of hierarchical tensor methods for time-dependent PDEs
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