Solution of SPDEs with applications in porous media
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Description: |
Lord, G (Heriot-Watt)
Thursday 01 July 2010, 09.20-10.10 |
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Created: | 2010-07-05 13:04 | ||
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Collection: | Stochastic Partial Differential Equations | ||
Publisher: | Isaac Newton Institute | ||
Copyright: | Lord, G | ||
Language: | eng (English) | ||
Distribution: | World (downloadable) | ||
Credits: |
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Explicit content: | No | ||
Aspect Ratio: | 4:3 | ||
Screencast: | No | ||
Bumper: | UCS Default | ||
Trailer: | UCS Default |
Abstract: | We consider the numerical approximation of a general second order semi-linear parabolic stochastic partial differential equation (SPDE) driven by space-time noise. We introduce time-stepping schemes that use a linear functional of the noise and analyse a finite element discretization in space. We present convergence results and illustrate the work with examples motivated from realistic porous media flow. |
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