Reliable Efficient Difference Methods for Random Heterogeneous Diffusion Reaction Models with a Finite Degree of Randomness

نویسندگان

چکیده

This paper deals with the search for reliable efficient finite difference methods numerical solution of random heterogeneous diffusion reaction models a degree randomness. Efficiency appeals to computational challenge in framework that requires not only approximating stochastic process but also its expectation and variance. After studying positivity conditional mean square stability, computation variance is performed directly through using set sampling schemes coming out by taking realizations scheme Monte Carlo technique. Thus, storage accumulation symbolic expressions collapsing approach avoided keeping reliability. Results are simulated procedure given.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Positivity-preserving nonstandard finite difference Schemes for simulation of advection-diffusion reaction equations

Systems in which reaction terms are coupled to diffusion and advection transports arise in a wide range of chemical engineering applications, physics, biology and environmental. In these cases, the components of the unknown can denote concentrations or population sizes which represent quantities and they need to remain positive. Classical finite difference schemes may produce numerical drawback...

متن کامل

Approximation of stochastic advection diffusion equations with finite difference scheme

In this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm Ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. We applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. The main properties of deterministic difference schemes,...

متن کامل

Finite Element Methods for Convection Diffusion Equation

This paper deals with the finite element solution of the convection diffusion equation in one and two dimensions. Two main techniques are adopted and compared. The first one includes Petrov-Galerkin based on Lagrangian tensor product elements in conjunction with streamlined upwinding. The second approach represents Bubnov/Petrov-Galerkin schemes based on a new group of exponential elements. It ...

متن کامل

Mimetic finite difference methods for diffusion equations ∗

This paper reviews and extends the theory and application of mimetic finite difference methods for the solution of diffusion problems in strongly heterogeneous anisotropic materials. These difference operators satisfy the fundamental identities, conservation laws and theorems of vector and tensor calculus on nonorthogonal, nonsmooth, structured and unstructured computational grids. We provide e...

متن کامل

positivity-preserving nonstandard finite difference schemes for simulation of advection-diffusion reaction equations

systems in which reaction terms are coupled to diffusion and advection transports arise in awide range of chemical engineering applications, physics, biology and environmental. in these cases, thecomponents of the unknown can denote concentrations or population sizes which represent quantities andthey need to remain positive. classical finite difference schemes may produce numerical drawbacks s...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Mathematics

سال: 2021

ISSN: ['2227-7390']

DOI: https://doi.org/10.3390/math9030206