Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients

Mathematics

• PDE 100%
• Random Coefficient 100%
• Numerical Approximation 100%
• Parabolic Equation 100%
• Stochastics 100%
• Parametric 50%
• Polynomial 25%
• Parabolic 25%
• Stochastic Partial Differential Equation 25%
• Tensor 25%
• Uncorrelated Random Variable 25%
• Number 25%
• Random Variable 25%
• Forcing Term 25%
• Convergence Rate 25%
• Monte Carlo 25%
• Random Field 25%
• Finite Number 25%
• Polynomial Approximation 25%

Keyphrases

• Parabolic Equation 100%
• Numerical Approximation 100%
• Equations with Random Coefficients 100%
• Parametric Partial Differential Equations 100%
• Stochastic Coefficients 100%
• Global Polynomial 50%
• KarhunenLove Expansion 50%
• Parabolic Partial Differential Equations 50%
• Collocation Approach 50%
• Correlated Random Fields 50%