A Domain Decomposition Model Reduction Method for Linear Convection-Diffusion Equations with Random Coefficients
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Publication:5230626
DOI10.1137/18M1170601zbMath1433.65336arXiv1802.04187WikidataQ127655250 ScholiaQ127655250MaRDI QIDQ5230626
Publication date: 28 August 2019
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.04187
domain decompositionhigh dimensionalitycolored noiseuncertainty quantificationsharp transitiondiscrete white noise
Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical solutions to stochastic differential and integral equations (65C30)
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