Advanced numerical methods for stochastic partial differential equations

Embedding parallel time integration into advanced sampling methods

Partial Differential equations are used to model problems in many applications, e.g. in porous media fluid dynamics. To model heterogeneities in the underlying porous media the equations can contain random fields as coefficients. We aim to apply such random fields with jump discontinuities to hyperbolic conservation laws. Such discontinuities raise many challenges, e.g. well-posedness of the problem or convergence of a numerical scheme. To circumvent the computational bottleneck the time integration poses, we aim to apply time parallel integration schemes to reduce the computational costs. Further, parallel time integration is embedded into advanced sampling methods.

For further information please contact Lukas Brencher

This image shows Lukas Brencher

Lukas Brencher

M.Sc.

Research Assistant

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