Тип публикации: доклад, тезисы доклада, статья из сборника материалов конференций
Конференция: International Conference on Marchuk Scientific Readings 2021, MSR 2021
Год издания: 2021
Идентификатор DOI: 10.1088/1742-6596/2099/1/012065
Аннотация: This paper deals with the numerical modeling of differential equations with coefficients in the form of random fields. Using the Karhunen-Loffeve expansion, we approximate these coefficients as a sum of independent random variables and real functions. This allows us to use the computational probabilistic analysis. In particular, weПоказать полностьюapply the technique of probabilistic extensions to construct the probability density functions of the processes under study. As a result, we present a comparison of our approach with Monte Carlo method in terms of the number of operations and demonstrate the results of numerical experiments for boundary value problems for differential equations of the elliptic type. © 2021 Institute of Physics Publishing. All rights reserved.
Журнал: Journal of Physics: Conference Series
Выпуск журнала: Vol. 2099, Is. 1
Номера страниц: 12065
ISSN журнала: 17426588
Издатель: IOP Publishing Ltd