Multiscale modeling and analysis for some special additive noises driven stochastic partial differential equations

DOI10.1002/num.22938OpenAlexW4307918774WikidataQ115397103 ScholiaQ115397103MaRDI QIDQ6086322

Shan Zhang, Mengnan Li, Xiao-Fei Guan

Publication date: 12 December 2023

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/num.22938

zbMATH Keywords

error estimatesstochastic partial differential equationadditive noiseCEM-GMsFEMmultiscale spectral approximation

Mathematics Subject Classification ID

Numerical analysis (65-XX) Partial differential equations (35-XX)

Cites Work

• Generalized multiscale finite element methods (GMsFEM)
• Residual-free bubble methods for numerical homogenization of elliptic problems
• A multiscale method with patch for the solution of stochastic partial differential equations with localized uncertainties
• \(FE^{2}\) computational homogenization for the thermo-mechanical analysis of heterogeneous solids
• Finite element methods for semilinear elliptic stochastic partial differential equations
• A multiscale stochastic finite element method on elliptic problems involving uncertainties
• Semigroups of linear operators and applications to partial differential equations
• A multiscale finite element method for elliptic problems in composite materials and porous media
• Constraint energy minimizing generalized multiscale finite element method
• A computational method to price with transaction costs under the nonlinear Black-Scholes model
• A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options
• Numerical methods for stochastic partial differential equations with white noise
• Homogenization of nonlinear random parabolic operators
• Variational Multiscale Analysis: The Fine-Scale Green's Function for Stochastic Partial Differential Equations
• Generalized Finite Element Methods: Their Performance and Their Relation to Mixed Methods
• Mixed Multiscale Finite Element Methods for Stochastic Porous Media Flows
• A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow
• Finite element and difference approximation of some linear stochastic partial differential equations
• Two-scale FEM for homogenization problems
• A Computational Stochastic Methodology for the Design of Random Meta-materials under Geometric Constraints
• Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
• A new Heterogeneous Multiscale Method for the Helmholtz equation with high contrast
• Ergodicity for Stochastic Porous Media Equations with Multiplicative Noise
• Online Adaptive Basis Enrichment for Mixed CEM-GMsFEM
• Multiscale Computation and Convergence for Coupled Thermoelastic System in Composite Materials
• Upscaling for Stationary Transport in Heterogeneous Porous Media
• Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise
• Unnamed Item

This page was built for publication: Multiscale modeling and analysis for some special additive noises driven stochastic partial differential equations