An adaptive WENO collocation method for differential equations with random coefficients
DOI10.3390/math4020029zbMath1360.65034OpenAlexW2345956159MaRDI QIDQ515442
Andrew J. Christlieb, Guang Lin, Wei Guo, Jing-Mei Qiu
Publication date: 16 March 2017
Published in: Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/math4020029
numerical experimentsadaptive mesh refinementMonte Carlo methodBurgers' equationGibbs phenomenonexponential convergencehigh-orderstochastic collocation methodmulti-elementKraichnan-Orszag problemweighted essentially non-oscillatory interpolation
Monte Carlo methods (65C05) KdV equations (Korteweg-de Vries equations) (35Q53) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) 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) 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) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)
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