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An ensemble algorithm for numerical solutions to deterministic and random parabolic PDEs - MaRDI portal

An ensemble algorithm for numerical solutions to deterministic and random parabolic PDEs

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Publication:6292695

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DOI10.1137/17M1131489arXiv1710.06418MaRDI QIDQ6292695

Zhu Wang, Yan Luo

Publication date: 17 October 2017

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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