Stochastic finite elements: Computational approaches to stochastic partial differential equations

DOI10.1002/ZAMM.200800095zbMath1158.65009OpenAlexW2041686979MaRDI QIDQ3541275

Hermann G. Matthies

Publication date: 25 November 2008

Published in: ZAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.200800095

zbMATH Keywords

white noise analysisMonte Carlo methodssurvey articleuncertainty quantificationKarhunen-Loeve expansionstochastic finite elementsstochastic elliptic partial differential equationssparse Smolyak quadratureWiener's polynomial chaosstochastic Galerkin methodsspatially stochastic systems

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (41)

A two-stage variable-separation Kalman filter for data assimilation ⋮ The stochastic finite volume method ⋮ Model order reduction based on proper generalized decomposition for the propagation of uncertainties in structural dynamics ⋮ Sparse Representations in Stochastic Mechanics ⋮ A Least-Squares Method for Sparse Low Rank Approximation of Multivariate Functions ⋮ Existence, Uniqueness, and a Comparison of Nonintrusive Methods for the Stochastic Nonlinear Poisson--Boltzmann Equation ⋮ Wiener Calculus for Differential Equations with Uncertainties ⋮ Local Equilibration Error Estimators for Guaranteed Error Control in Adaptive Stochastic Higher-Order Galerkin Finite Element Methods ⋮ The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach ⋮ Variational theory and computations in stochastic plasticity ⋮ Implementation of the Multiscale Stochastic Finite Element Method on Elliptic PDE Problems ⋮ Computational strategy for the crash design analysis using an uncertain computational mechanical model ⋮ Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems ⋮ A hybrid stochastic Galerkin method for uncertainty quantification applied to a conservation law modelling a clarifier-thickener unit ⋮ Weak truncation error estimates for elliptic PDEs with lognormal coefficients ⋮ Sampling-free linear Bayesian update of polynomial chaos representations ⋮ Fast \(r\)-adaptivity for multiple queries of heterogeneous stochastic material fields ⋮ Stochastic modeling and identification of an uncertain computational dynamical model with random fields properties and model uncertainties ⋮ An analytical approach to modeling the stochastic behavior of visco‐elastic materials ⋮ Semi-reduced order stochastic finite element methods for solving contact problems with uncertainties ⋮ Solving stochastic systems with low-rank tensor compression ⋮ A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements ⋮ Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate ⋮ Transport in a Stochastic Goupillaud Medium ⋮ A multiscale method with patch for the solution of stochastic partial differential equations with localized uncertainties ⋮ Fictitious domain method and separated representations for the solution of boundary value problems on uncertain parameterized domains ⋮ Effect of Load Path on Parameter Identification for Plasticity Models Using Bayesian Methods ⋮ Random homogenization analysis for heterogeneous materials with full randomness and correlation in microstructure based on finite element method and Monte-Carlo method ⋮ A relaxation approach to modeling the stochastic behavior of elastic materials ⋮ Stochastic modelling of symmetric positive definite material tensors ⋮ eXtended Stochastic Finite Element Method for the numerical simulation of heterogeneous materials with random material interfaces ⋮ Prediction of apparent properties with uncertain material parameters using high-order fictitious domain methods and PGD model reduction ⋮ Fundamental equations with higher order Malliavin operators ⋮ Strain and stress computations in stochastic finite element methods ⋮ The Global Random Attractor for a Class of Stochastic Porous Media Equations ⋮ Quantifying the uncertainty in a hyperelastic soft tissue model with stochastic parameters ⋮ Accelerating Monte Carlo estimation with derivatives of high-level finite element models ⋮ Least squares polynomial chaos expansion: a review of sampling strategies ⋮ Iterative algorithms for the post-processing of high-dimensional data ⋮ Identification of Properties of Stochastic Elastoplastic Systems ⋮ Guaranteed error bounds in homogenisation: an optimum stochastic approach to preserve the numerical separation of scales

Uses Software

• Smolpack

Cites Work

• Sparse polynomial chaos expansions and adaptive stochastic finite elements using a regression approach
• Spectral polynomial chaos solutions of the stochastic advection equation
• Stochastic approach to size effect in quasi-brittle materials
• Stochastic Galerkin method for elliptic SPDEs: a white noise approach
• Sparse Quadrature as an Alternative to Monte Carlo for Stochastic Finite Element Techniques
• Fast Solvers for the White Noise Analysis of Stochastic Systems
• An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Fully nonlinear stochastic partial differential equations
• The Numerical Solution of Integral Equations of the Second Kind
• Convergence rates for finite elementapproximations of stochastic partial differential equations
• Probability Theory
• Random Fields and Geometry
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Random heterogeneous materials. Microstructure and macroscopic properties
• Stochastic Equations in Infinite Dimensions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Stochastic finite elements: Computational approaches to stochastic partial differential equations