A spectral stochastic semi-Lagrangian method for convection-diffusion equations with uncertainty

DOI10.1007/s10915-009-9273-5zbMath1203.65016OpenAlexW2088872018MaRDI QIDQ618455

Mohammed Seaid, Mofdi El-Amrani

Publication date: 16 January 2011

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-009-9273-5

zbMATH Keywords

finite element methodstochastic simulationsemi-Lagrangian methodchaos polynomialsstochastic convection-diffusion equations

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items

Solution verification, goal-oriented adaptive methods for stochastic advection-diffusion problems, A stabilized finite element method for stochastic incompressible Navier–Stokes equations, Fast IIF-WENO method on non-uniform meshes for nonlinear space-fractional convection-diffusion-reaction equations, An MLMCE-HDG method for the convection diffusion equation with random diffusivity

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Variational multiscale stabilized FEM formulations for transport equations: Stochastic advection-diffusion and incompressible stochastic Navier-Stokes equations
• Wick-stochastic finite element solution of reaction-diffusion problems
• Application of a fractional-step method to incompressible Navier-Stokes equations
• A multigrid solver for two-dimensional stochastic diffusion equations.
• Probabilistic characterization of transport in heterogeneous media
• On the transport-diffusion algorithm and its applications to the Navier-Stokes equations
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Strong Stability-Preserving High-Order Time Discretization Methods
• On the Stochastic Euler Equations in a Two-Dimensional Domain
• Numerical simulation of natural and mixed convection flows by Galerkin-characteristic method
• A finite element modified method of characteristics for convective heat transport
• Total-Variation-Diminishing Time Discretizations
• Numerical Methods for Convection-Dominated Diffusion Problems Based on Combining the Method of Characteristics with Finite Element or Finite Difference Procedures
• Stochastic Solutions for the Two-Dimensional Advection-Diffusion Equation
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Gaussian fields and random flow
• Random Fields and Geometry
• Eulerian–Lagrangian time-stepping methods for convection-dominated problems
• The Homogeneous Chaos