Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function

DOI10.1002/mma.5333zbMath1432.60062OpenAlexW2901628614MaRDI QIDQ5215588

J. Calatayud, M. Jornet, Juan-Carlos Cortés

Publication date: 12 February 2020

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/139840

zbMATH Keywords

probability density function numerical simulations uncertainty quantification Karhunen-Loève expansion random heat equation

Mathematics Subject Classification ID

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)

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