Nils Margenberg

Stochastic Galerkin and Monte Carlo Methods for Parabolic Problems: Numerical Performance of Variational Matrix‐Free Approximations

ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solut...