8 citations · 13 across the 4 of their papers we have counts for
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math.NA2021★ 1 cited
An efficient iterative method for solving parameter-dependent and random convention-diffusion problems
Xiaobing Feng, Yan Luo, Liet Vo +1
This paper develops and analyzes a general iterative framework for solving parameter-dependent and random convection-diffusion problems. It is inspired by the multi-modes method of…
math.NA2018★ 8 cited
A Multilevel Monte Carlo Ensemble Scheme for Solving Random Parabolic PDEs
Yan Luo, Zhu Wang
A first-order, Monte Carlo ensemble method has been recently introduced for solving parabolic equations with random coefficients in [26], which is a natural synthesis of the ensemb…
math.NA2017★ 3 cited
An ensemble algorithm for numerical solutions to deterministic and random parabolic PDEs
Yan Luo, Zhu Wang
In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equati…