A MultiOrder Discontinuous Galerkin Monte Carlo Method for Hyperbolic Problems with Stochastic Parameters

DOI10.1137/16M1086388zbMath1382.65022OpenAlexW2789683185MaRDI QIDQ4603036

Daniel Appelö, Mohammad Motamed

Publication date: 14 February 2018

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1086388

zbMATH Keywords

algorithmwave propagationhyperbolic problemsnumerical experimentstochastic parametersdiscontinuous Galerkinuncertainty quantificationmultilevel Monte Carlomultiorder Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Initial-boundary value problems for second-order hyperbolic equations (35L20) 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) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (5)

Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation ⋮ IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains ⋮ $hp$-Multilevel Monte Carlo Methods for Uncertainty Quantification of Compressible Navier--Stokes Equations ⋮ Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty ⋮ Fuzzy-Stochastic Partial Differential Equations

Uses Software

• DG_DATH_ELASTIC_V1.0

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