An ensemble Monte Carlo HDG method for parabolic PDEs with random coefficients

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

Unnamed Item
Unnamed Item
The block conjugate gradient algorithm and related methods
An EMC-HDG scheme for the convection-diffusion equation with random diffusivity
Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity
Interpolatory HDG method for parabolic semilinear PDEs
A breakdown-free block conjugate gradient method
Convergence properties of block GMRES and matrix polynomials
Analysis of variable-degree HDG methods for Convection-Diffusion equations. Part II: Semimatching nonconforming meshes
Flexible Variants of Block Restarted GMRES Methods with Application to Geophysics
An Introduction to Computational Stochastic PDEs
Multilevel Monte Carlo Methods
AN ALGORITHM FOR FAST CALCULATION OF FLOW ENSEMBLES
A second-order ensemble method based on a blended backward differentiation formula timestepping scheme for time-dependent Navier-Stokes equations
Uniform-in-time superconvergence of HDG methods for the heat equation
Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data
Unified Hybridization of Discontinuous Galerkin, Mixed, and Continuous Galerkin Methods for Second Order Elliptic Problems
A projection-based error analysis of HDG methods
A Multilevel Monte Carlo Ensemble Scheme for Random Parabolic PDEs
Ensemble time‐stepping algorithms for the heat equation with uncertain conductivity
A Second Order Ensemble Timestepping Algorithm for Natural Convection
An Ensemble Algorithm for Numerical Solutions to Deterministic and Random Parabolic PDEs
Analysis of variable-degree HDG methods for convection-diffusion equations. Part I: general nonconforming meshes
Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
Stochastic finite element methods for partial differential equations with random input data
An Artificial Compressibility Crank--Nicolson Leap-Frog Method for the Stokes--Darcy Model and Application in Ensemble Simulations
A New Ensemble HDG Method for Parameterized Convection Diffusion PDEs
A Superconvergent Ensemble HDG Method for Parameterized Convection Diffusion Equations
Numerical analysis of two ensemble eddy viscosity numerical regularizations of fluid motion
A higher-order ensemble/proper orthogonal decomposition method for the nonstationary Navier-Stokes equations
An efficient algorithm for simulating ensembles of parameterized flow problems
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

This page was built for publication: An ensemble Monte Carlo HDG method for parabolic PDEs with random coefficients