Karhunen-Loeve expansion and Monte Carlo Simulation for flow in porous media

Event Detail

Event type: Applied Mathematics and Computation Seminar
Date/Time: 11/20/2009-12:00   
Location: GLK 113
More info: http://www.math.oregonstate.edu/amc_seminar

Speaker info

Speaker: Veronika Vasylkivska

Abstract:
It is well known that flow in porous media is strongly affected by spatial variability in the medium and is additionally subject to uncertainties. Using stochastic models to incorporate uncertainty and variability in the equations that govern flow and transport in heterogeneous media yields stochastic partial differential equations. The Monte Carlo method can be used to find approximate solutions to these equations. We present some Monte Carlo simulations based on Karhunen-Loeve decompositions of stochastic processes.