uncertainty quantification

Quantifying uncertainty of a mathematical model of drug transport in tumors

This paper presents a numerical simulation in the two-dimensional for a system of PDE governing drug transport in tumors with random coefficients, which is described  as a random field.  The continuous stochastic field is approximated by a finite number of random variables via the Karhunen–Loève expansion and transform the stochastic problem into a determinate one with a parameter in high dimension.  Then we apply a finite difference scheme and the Euler–Maruyama Integrator in time.  The Monte Carlo method is used to compute corresponding simple averages.  We compute the error estimate usin