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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao https://doi.org/10.1...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
https://doi.org/10.1007/978-3-...
Part of book or chapter of book . 2003 . Peer-reviewed
License: Springer Nature TDM
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Stochastic Partial Differential Equations

Authors: H. P. Langtangen; H. P. Langtangen; H. Osnes; H. Osnes;

Stochastic Partial Differential Equations

Abstract

The purpose of this chapter is to give an introduction to stochastic partial differential equations from a computational point of view. The presented tools provide a consistent quantitative way of relating uncertainty in input to uncertainty in output for PDE-based models. We first give an analytical treatment of some stochastic differential equation model problems. These problems concerns deflection of a beam with random loading and material strength, heat conduction in random media, and pollution transport with random advection. Later, we develop Diffpack simulators for solving the model problems numerically. Two numerical solution methods are addressed: Monte Carlo simulations and perturbation methods. The main tools for generating and estimating stochastic variables and fields are outlined, and we show a suggested design of stochastic PDE simulators, which makes it easy to equip a standard sequential Diffpack simulator with stochastic treatment of uncertain input data.

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    influence
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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Average
Average
Average
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