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Cristin-resultat-ID:
1478659
Sist endret:
26. januar 2018, 11:15
NVI-rapporteringsår:
2017
Resultat
Vitenskapelig artikkel
2017
Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients
Andrea Barth
og
Franz Georg Fuchs
Tidsskrift
Tidsskrift
Applied Numerical Mathematics
ISSN 0168-9274
e-ISSN 1873-5460
NVI-nivå 1
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Om resultatet
Om resultatet
Vitenskapelig artikkel
Publiseringsår: 2017
Publisert online: 2017
Volum: 121
Sider: 38 - 51
Open Access
Lenker
Lenker
original online (doi)
https://doi.org/10.1016/j.apnum.2017.06.009
Institusjonsarkiv
hdl.handle.net/11250/2464103
Importkilder
Importkilder
Scopus-ID: 2-s2.0-85021947892
Beskrivelse
Beskrivelse
Engelsk
Tittel
Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients
Sammendrag
In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media. Two types of models are presented: The first has a time-dependent coefficient modeled by the Ornstein–Uhlenbeck process. The second has a random field coefficient with a given covariance in space. For the former a formula for the exact solution in terms of moments is derived. In both cases stable numerical schemes are introduced to solve these random partial differential equations. Simulation results including convergence studies conclude the theoretical findings.
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Bidragsytere
Bidragsytere
Andrea Barth
Forfatter
ved Universität Stuttgart
Franz Georg Fuchs
Forfatter
ved Mathematics and Cybernetics ved SINTEF AS
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