Сибирский федеральный университет

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, we apply 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

• Dobronets B.S. (Institute of Space and Information Technology, Siberian Federal University, Kirenskogo 26, Krasnoyarsk, 660074, Russian Federation)
• Popova O.A. (Institute of Space and Information Technology, Siberian Federal University, Kirenskogo 26, Krasnoyarsk, 660074, Russian Federation)
• Merko A.M. (Institute of Space and Information Technology, Siberian Federal University, Kirenskogo 26, Krasnoyarsk, 660074, Russian Federation)

• Scopus
• Ядро РИНЦ (eLIBRARY.RU)