A Study of Elliptic Partial Differential Equations with Jump Diffusion Coefficients

DOI10.1137/17M1148888zbMath1405.60104arXiv1712.04876OpenAlexW2963624496MaRDI QIDQ4611534

Andrea Barth, Andreas Stein

Publication date: 21 January 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.04876

zbMATH Keywords

porous mediaelliptic equationfractured mediaflow in heterogeneous mediaadaptive multilevel Monte Carlo methodjump-diffusion coefficientnoncontinuous random fields

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes and stochastic analysis on manifolds (58J65) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients ⋮ Subordinated Gaussian random fields in elliptic partial differential equations ⋮ On some distributional properties of subordinated Gaussian random fields ⋮ On properties and applications of Gaussian subordinated Lévy fields ⋮ Hyperbolic Conservation Laws with Stochastic Discontinuous Flux Functions ⋮ A Multilevel Monte Carlo Algorithm for Parabolic Advection-Diffusion Problems with Discontinuous Coefficients ⋮ Multi-index ensemble Kalman filtering ⋮ Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient

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