Finite volume methods for deterministic and stochastic PDEs

Name: Finite volume methods for deterministic and stochastic PDEs
Brand: Éditions universitaires européennes
SKU: 9783841612380
Price: 67.24 EUR
Availability: InStock

Автор: Yueyuan Gao

Език:

Корици: С меки корици

Издател: Éditions universitaires européennes

Наличност: Налично при издателя, по поръчка

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This thesis bears on numerical methods for deterministic and stochastic partial differential equatio...

Информация за книгата

Автор

Yueyuan Gao

Език

Английски език

Корици

Книга - С меки корици

Издадена

2016

страници

196

EAN

9783841612380

Enbook ID

15364634

Издател

Éditions universitaires européennes

Теглоt

295

Размери

152 x 229 x 11

Пълно описание

This thesis bears on numerical methods for deterministic and stochastic partial differential equations; we perform numerical simulations by means of finite volume methods and prove convergence results. In Chapter 1, we apply a semi-implicit time scheme together with the generalized finite volume method SUSHI for the numerical simulation of density driven flows in porous media. In Chapter 2, We perform Monte-Carlo simulations in the one-dimensional torus for the first order Burgers equation forced by a stochastic source term with zero spatial integral. In Chapter 3, we study the convergence of a time explicit finite volume method with an upwind scheme for a first order conservation law with a monotone flux function and a multiplicative source term involving a Q-Wiener process. In Chapter 4, we obtain similar results as in Chapter 3, in the case that the flux function is non-monotone, and that the convection term is discretized by means of a monotone scheme.

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Finite volume methods for deterministic and stochastic PDEs

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