A variational Crank-Nicolson ensemble Monte Carlo algorithm for a heat equation under uncertainty
DOI10.1016/j.cam.2024.116068zbMath1542.65013MaRDI QIDQ6582022
XianBing Luo, Tingfu Yao, Hai Bi, Changlun Ye
Publication date: 1 August 2024
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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