Stochastic Solutions for the Two-Dimensional Advection-Diffusion Equation
نویسندگان
چکیده
منابع مشابه
Stochastic Solutions for the Two-Dimensional Advection-Diffusion Equation
In this paper, we solve the two-dimensional advection-diffusion equation with random transport velocity. The generalized polynomial chaos expansion is employed to discretize the equation in random space while the spectral/hp element method is used for spatial discretization. Numerical results which demonstrate the convergence of generalized polynomial chaos are presented. Specifically, it appea...
متن کاملSolutions of diffusion equation for point defects
An analytical solution of the equation describing diffusion of intrinsic point defects in semiconductor crystals has been obtained for a one-dimensional finite-length domain with the Robin-type boundary conditions. The distributions of point defects for different migration lengths of defects have been calculated. The exact analytical solution was used to verify the approximate numerical solutio...
متن کاملAn Implicit Difference-ADI Method for the Two-dimensional Space-time Fractional Diffusion Equation
Fractional order diffusion equations are generalizations of classical diffusion equations which are used to model in physics, finance, engineering, etc. In this paper we present an implicit difference approximation by using the alternating directions implicit (ADI) approach to solve the two-dimensional space-time fractional diffusion equation (2DSTFDE) on a finite domain. Consistency, unconditi...
متن کاملSpectral Polynomial Chaos Solutions of the Stochastic Advection Equation
We present a new algorithm based on Wiener-Hermite functionals combined with Fourier collocation to solve the advection equation with stochastic transport velocity. We develop different stategies of representing the stochastic input, and demonstrate that this approach is orders of magnitude more efficient than Monte Carlo simulations for comparable accuracy.
متن کاملA Closed-Form Solution for Two-Dimensional Diffusion Equation Using Crank-Nicolson Finite Difference Method
In this paper a finite difference method for solving 2-dimensional diffusion equation is presented. The method employs Crank-Nicolson scheme to improve finite difference formulation and its convergence and stability. The obtained solution will be a recursive formula in each step of which a system of linear equations should be solved. Given the specific form of obtained matrices, rather than sol...
متن کاملذخیره 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: SIAM Journal on Scientific Computing
سال: 2004
ISSN: 1064-8275,1095-7197
DOI: 10.1137/s106482750342684x