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Kohler, D.* ; Müller, J. ; Wever, U.*

Cellular probabilistic automata - a novel method for uncertainty propagation.

SIAM ASA J. Uncertain. Quantif. 2, 29-54 (2014)
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We propose a novel density based numerical method for uncertainty propagation under distinct partial differential equation dynamics. The main idea is to translate them into objects that we call cellular probabilistic automata and to evolve the latter. The translation is achieved by state discretization as in set oriented numerics and the use of the locality concept from cellular automata theory. We develop the method using the example of initial value uncertainties under deterministic dynamics and show that it is consistent. As an application we discuss arsenate transportation and adsorption in drinking water pipes and compare our results to Monte Carlo computations.
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Publikationstyp Artikel: Journalartikel
Dokumenttyp Wissenschaftlicher Artikel
e-ISSN 2166-2525
Quellenangaben Band: 2, Heft: 1, Seiten: 29-54 Artikelnummer: , Supplement: ,
Verlag Society for Industrial and Applied Mathematics (SIAM)