Time-Dependent Methods for Stochastic Differential Equations

In the last few decades, enormous progress has been made in the field of Computational Fluid Dynamics (CFD). Computers became powerful enough for full-scale simulations and smart algorithms enabled engineers to simulate intricate phenomena like for example turbulence. However, these developments do not stop, and a promising, new area of research is the incorporation of uncertainty quantification in these CFD simulations. Since traditional statistical methods like the Monte Carlo method are useless in these cases due to computational cost, deterministic solutions are sought.Aerospace Engineerin