On the equivalence of dynamically orthogonal and bi-orthogonal methods: theory and numerical simulations

DOI10.1016/J.JCP.2014.03.050zbMath1349.65535OpenAlexW2030308624MaRDI QIDQ349143

Themistoklis P. Sapsis, George Em. Karniadakis, Min-Seok Choi

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/103865

zbMATH Keywords

stochastic partial differential equationsuncertainty quantificationhigh dimensionsstochastic collocationlow-dimensionalitybi-orthogonalitydynamical orthogonality

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (21)

Dynamic tensor approximation of high-dimensional nonlinear PDEs ⋮ A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition ⋮ Scalable \textit{in situ} compression of transient simulation data using time-dependent bases ⋮ An adaptive dynamically low-dimensional approximation method for multiscale stochastic diffusion equations ⋮ Adaptive sparse interpolation for accelerating nonlinear stochastic reduced-order modeling with time-dependent bases ⋮ Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces ⋮ A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems ⋮ Bi-Orthogonal fPINN: A Physics-Informed Neural Network Method for Solving Time-Dependent Stochastic Fractional PDEs ⋮ Bayesian Deep Learning Framework for Uncertainty Quantification in Stochastic Partial Differential Equations ⋮ Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions ⋮ A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations ⋮ Dual dynamically orthogonal approximation of incompressible Navier Stokes equations with random boundary conditions ⋮ Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs ⋮ On-the-fly reduced order modeling of passive and reactive species via time-dependent manifolds ⋮ An observation-driven time-dependent basis for a reduced description of transient stochastic systems ⋮ Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks ⋮ Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations ⋮ A mixed spectral treatment for the stochastic models with random parameters ⋮ Real-time estimation and prediction of unsteady flows using reduced-order models coupled with few measurements ⋮ Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs ⋮ Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping

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