Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations

DOI10.1016/j.jcp.2014.10.061zbMath1351.35278OpenAlexW2171202175MaRDI QIDQ728842

Jan Nordström, Markus Wahlsten

Publication date: 20 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-104433

zbMATH Keywords

stabilityboundary conditionsstochastic datainitial boundary value problemsvariance reductionwell posedrobust designhyperbolic systemuncertainty quantificationsummation by parts

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability in context of PDEs (35B35) Random operators and equations (aspects of stochastic analysis) (60H25) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) PDEs with randomness, stochastic partial differential equations (35R60) Initial-boundary value problems for first-order hyperbolic systems (35L50)

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