热方程
数学
瞬态(计算机编程)
计算理论
边界(拓扑)
扩散方程
方案(数学)
应用数学
蒙特卡罗方法
理论(学习稳定性)
数值分析
数学分析
统计物理学
算法
计算机科学
物理
统计
操作系统
经济
机器学习
经济
服务(商务)
作者
Tingfu Yao,Changlun Ye,Xianbing Luo,Shuwen Xiang
标识
DOI:10.1007/s11075-023-01514-z
摘要
An ensemble-based time stepping scheme is applied to solving a transient heat equation with random Robin boundary and diffusion coefficients. By introducing two ensemble means of Robin boundary and diffusion coefficients, we propose a new ensemble Monte Carlo (EMC) scheme for the transient heat equation. The EMC scheme solves a single linear system including several right-side vectors at each time step. Stability analysis and error estimates are derived. Two numerical examples verify the theoretical results and the validity of the EMC method.
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