Academy of Mathematics and Systems Science, CAS Colloquia & Seminars | Speaker: | Dr. Yue Zhao,Space Engineering University of PLA | Inviter: | | Title: | A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition | Time & Venue: | 2021.11.27 11:00-12:00 南楼702教室 | Abstract: | We consider a stochastic fractional diffusion-reaction equation and combine a Galerkin spectral method based on poly-fractonomials with the modal decomposition of the stochastic fields to formulate effective numerical methods for stochastic fractional partial differential equations. Specifically, we employ a generalized KL expansion and proper dynamically-orthogonal/bi-orthogonal (DO/BO) constraints to derive new Galerkin formulations for the mean solution, the time-dependent spatial basis, and the stochastic time-dependent coefficients. Both the DO and BO methods converge fast with respect to the number of modes, and they are especially effective for nonlinear problems and long-time integration for a modest number of stochastic dimensions. | | | |