A new numerical analysis for partial differential equations with noise

点击翻译按钮获取中文摘要

This project aims to design novel numerical methods, grounded in rigorous mathematical foundations, for partial differential equations with stochastic source terms, such as for instance those modelling fluid flows with random perturbations. To ensure the accuracy of numerical simulations, preserving certain quantities of importance (mass, flux) is critical. The project's goal is to develop finite volume and high-order numerical methods that are applicable in real-world settings, designed to achieve this preservation of essential quantities, and mathematically proven to be robust. The expected benefits are cost-efficient and reliable numerical tools for the scientific simulation of phenomena subjected to uncontrolled influence.