Solution of SPDEs with applications in porous media
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About this item
| 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)
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| Credits: |
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| Explicit content: | No | ||
| Aspect Ratio: | 4:3 | ||
| Screencast: | No | ||
| Bumper: | /sms-ingest/static/new-4x3-bumper.dv | ||
| Trailer: | /sms-ingest/static/new-4x3-trailer.dv | ||
| 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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