Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs

DOI10.1137/140967787zbMath1320.65149OpenAlexW1973359087MaRDI QIDQ5254441

Eleonora Musharbash, Fabio Nobile, Tao Zhou

Publication date: 9 June 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/140967787

zbMATH Keywords

dynamical low rank approximation dynamically orthogonal approximation parabolic PDEs with random parameters

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Initial-boundary value problems for second-order parabolic equations (35K20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic equations (35K15) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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