Finite volume methods for deterministic and stochastic PDEs - Yueyuan Gao
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Saadetis 12-18 tööpäeva jooksul
30-päevane tagastamisõigus
This thesis bears on numerical methods for deterministic and stochastic partial differential equations; we perform numerical simulations by means of finite volume methods and prove convergence results. In Chapter 1, we apply a semi-implicit time scheme together with the generalized finite volume method SUSHI for the numerical simulation of density driven flows in porous media. In Chapter 2, We perform Monte ... Täielik kirjeldus
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Kirjeldus
This thesis bears on numerical methods for deterministic and stochastic partial differential equations; we perform numerical simulations by means of finite volume methods and prove convergence results. In Chapter 1, we apply a semi-implicit time scheme together with the generalized finite volume method SUSHI for the numerical simulation of density driven flows in porous media. In Chapter 2, We perform Monte-Carlo simulations in the one-dimensional torus for the first order Burgers equation forced by a stochastic source term with zero spatial integral. In Chapter 3, we study the convergence of a time explicit finite volume method with an upwind scheme for a first order conservation law with a monotone flux function and a multiplicative source term involving a Q-Wiener process. In Chapter 4, we obtain similar results as in Chapter 3, in the case that the flux function is non-monotone, and that the convection term is discretized by means of a monotone scheme.
Lisateave
| Autor | Yueyuan Gao |
|---|---|
| Kirjastaja | Éditions universitaires européennes |
| Väljalaskeaasta | 2016 |
| Kaanetüüp | Pehme kaanega |
| EAN | 9783841612380 |