Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients
نویسندگان
چکیده
As an extension to the well-established stationary elliptic partial differential equation (PDE) with random continuous coefficients we study a time-dependent advection-diffusion problem, where may have spatial discontinuities. In subsurface flow model, randomness in parabolic account for insufficient measurements or uncertain material procurement, while discontinuities could represent transitions heterogeneous media. Specifically, scenario coupled advection and diffusion that are modeled as sums of fields discontinuous jump components considered. The respective coefficient functions allow very flexible modeling, however, they also complicate analysis numerical approximation corresponding PDE. We show model problem is indeed well-posed under mild assumptions measurability pathwise solution. For employ sample-adapted, discretization scheme based on finite element approach. This semi-discrete method accounts each sample, but leads stochastic, finite-dimensional spaces. ensure solution, which turn enables us derive moments bounds mean-squared error. By coupling this approach suitable stable time stepping, obtain fully discrete algorithm solve provide overall error bound illustrate our results several experiments.
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ژورنال
عنوان ژورنال: ESAIM
سال: 2022
ISSN: ['1270-900X']
DOI: https://doi.org/10.1051/m2an/2022054