Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation

DOI10.1007/s10596-011-9273-zzbMath1348.76147OpenAlexW2016300469WikidataQ57716588 ScholiaQ57716588MaRDI QIDQ695748

Sebastian Geiger, Antoine Tambue, Gabriel J. Lord

Publication date: 17 December 2012

Published in: Computational Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10596-011-9273-z

zbMATH Keywords

Langevin equationadvection-dispersion-reaction equationsfast time steppingmixing and chemical reactionSPDssub-grid physics

Mathematics Subject Classification ID

Flows in porous media; filtration; seepage (76S05) Finite volume methods applied to problems in fluid mechanics (76M12) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (13)

Efficient exponential time integration for simulating nonlinear coupled oscillators ⋮ On a \(p(t,x)\)-Laplace evolution equation with a stochastic force ⋮ Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise ⋮ The stochastic p -Laplace equation on ℝ ^d ⋮ Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations ⋮ Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure ⋮ Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise ⋮ An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation ⋮ Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise ⋮ A stochastic delay model for pricing debt and equity: numerical techniques and applications ⋮ Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise ⋮ Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure ⋮ Exponential Rosenbrock Methods and Their Application in Visual Computing

Uses Software

• Expokit
• Expint
• Algorithm 919
• phipm

Cites Work

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