Related papers: Multilevel Methods for Uncertainty Quantification …
To model subsurface flow in uncertain heterogeneous\ fractured media an elliptic equation with a discontinuous stochastic diffusion coefficient - also called random field - may be used. In case of a one-dimensional parameter space, L\'evy…
The multiple scattering of scalar waves in diffusive media is investigated by means of the radiative transfer equation. This approach, which does not rely on the diffusion approximation, becomes asymptotically exact in the regime of most…
We discuss the application of multilevel Monte Carlo methods to elliptic partial differential equations with random coefficients. Such problems arise, for example, in uncertainty quantification in subsurface flow modeling. We give a brief…
Anomalous diffusion phenomena are ubiquitous in complex media, such as biological tissues. A wide class of sub-diffusive phenomena phenomena is described by the time-fractional diffusion equation. The paper investigates the case of…
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…
An asymptotic investigation of monochromatic electromagnetic fields in a layered periodic medium is carried out under the assumption that the wave frequency is close to the frequency of a stationary point of the dispersion surface. We find…
Elliptic boundary value problems which are posed on a random domain can be mapped to a fixed, nominal domain. The randomness is thus transferred to the diffusion matrix and the loading. While this domain mapping method is quite efficient…
Enhanced diffusion, which describes the accelerated spread of passive scalars due to the interaction between advection and molecular diffusion, has been extensively studied in simplified geometries, such as uniform shear and radial flows.…
The subject of this work is a new stochastic Galerkin method for second-order elliptic partial differential equations with random diffusion coefficients. It combines operator compression in the stochastic variables with tree-based spline…
We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…
Axially symmetric processes on spheres, for which the second-order dependency structure may substantially vary with shifts in latitude, are a prominent alternative to model the spatial uncertainty of natural variables located over large…
Multidimensional hypoelliptic diffusions arise naturally in different fields, for example to model neuronal activity. Estimation in those models is complex because of the degenerate structure of the diffusion coefficient. In this paper we…
In this paper, we introduce and analyse a surface finite element discretization of advection-diffusion equations with uncertain coefficients on evolving hypersurfaces. After stating unique solvability of the resulting semi-discrete problem,…
In the present paper we investigate the inverse problem of identifying simultaneously the diffusion matrix, source term and boundary condition as well as the state in the Neumann boundary value problem for an elliptic partial differential…
In this paper we study elliptic partial differential equations with rapidly varying diffusion coefficient that can be represented as a perturbation of a reference coefficient. We develop a numerical method for efficiently solving multiple…
We study semi-linear elliptic PDEs with polynomial non-linearity and provide a probabilistic representation of their solution using branching diffusion processes. When the non-linearity involves the unknown function but not its derivatives,…
Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…
This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. We show that the random fluctuations of such solutions are…
This paper addresses the nonlinear elliptic curl-curl equation with uncertainties in the material law. It is frequently employed in the numerical evaluation of magnetostatic fields, where the uncertainty is ascribed to the so-called B-H…
An asymptotic limit of a class of Cahn-Hilliard systems is investigated to obtain a general nonlinear diffusion equation. The target diffusion equation may reproduce a number of well-known model equations: Stefan problem, porous media…