Stochastic Collocation Method for Solving PDEs with Random Coefficients

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：xd05724221

【摘要】

：

　　We develop a technique based on a polynomial chaos expansion for solving Darcy equation in stochastic porous media.For the input hydraulic conductivity rand

【作者】

：

ShalimovaIrina[1]SabelfeldKarl[2]

【机构】

：

ICM&MG SB RAS

【出处】

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第八届工业与应用数学国际大会

【发表日期】

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2015年期

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　　We develop a technique based on a polynomial chaos expansion for solving Darcy equation in stochastic porous media.For the input hydraulic conductivity random field we use Karhunen-Loeve expansion.To determine the coefficients of the polynomial chaos expansion we use probabilistic collocation method.We present the numerical results for different Eulerian and Lagrangian statistical characteristics of the flow calculated by both Monte Carlo and probabilistic collocation methods.

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Stochastic Collocation Method for Solving PDEs with Random Coefficients

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