An ensemble Monte Carlo HDG method for parabolic PDEs with random coefficients

被引：3

作者：

Li, Meng ^{[1
]}

Luo, Xianbing ^{[1
]}

机构：

[1] Guizhou Univ, Sch Math & Stat, Guiyang 550025, Guizhou, Peoples R China

来源：

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | 2023年 / 100卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Parabolic PDEs; random coefficients; HDG method; ensemble; Monte Carlo; PARTIAL-DIFFERENTIAL-EQUATIONS; STOCHASTIC COLLOCATION METHOD; ERROR ANALYSIS; ALGORITHM; GALERKIN; SCHEME; GMRES;

D O I：

10.1080/00207160.2022.2119082

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We use Monte Carlo, ensemble and hybrid discontinuous Galerkin method (EMC-HDG) to numerically solve parabolic partial differential equations (PDEs) with random coefficients. The proposed method reduces the computational cost and the storage requirement by solving multiple linear systems with a common coefficient matrix. Error analysis shows the proposed method is first-order accurate in time and optimal L-2 convergence order in physical space. In the end, several numerical experiments are presented to verify the theoretical results.

引用

页码：405 / 421

页数：17

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