Pages that link to "Item:Q3043543"

The following pages link to SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA (Q3043543):

Displaying 25 items.

• A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control (Q292538) (← links)
• Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations (Q525276) (← links)
• Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs (Q638461) (← links)
• Kernel principal component analysis for stochastic input model generation (Q655052) (← links)
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339) (← links)
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations (Q817341) (← links)
• A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria (Q929041) (← links)
• A probabilistic construction of model validation (Q929050) (← links)
• Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization (Q1711088) (← links)
• A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties (Q2114838) (← links)
• An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations (Q2125889) (← links)
• Inversion of Robin coefficient by a spectral stochastic finite element approach (Q2478500) (← links)
• On the construction and analysis of stochastic models: characterization and propagation of the errors associated with limited data (Q2506718) (← links)
• <i>A Priori</i> Error Estimate of Stochastic Galerkin Method for Optimal Control Problem Governed by Random Parabolic PDE with Constrained Control (Q2972154) (← links)
• Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures (Q3018043) (← links)
• ON SOLVING STOCHASTIC INITIAL-VALUE DIFFERENTIAL EQUATIONS (Q3043557) (← links)
• Stochastic Modeling and Regularity of the Nonlinear Elliptic curl--curl Equation (Q3179314) (← links)
• A Sparse Grid Stochastic Collocation Discontinuous Galerkin Method for Constrained Optimal Control Problem Governed by Random Convection Dominated Diffusion Equations (Q4631901) (← links)
• Stochastic finite element methods for partial differential equations with random input data (Q4683917) (← links)
• (Q5035903) (← links)
• Sparse Grid Collocation Method for an Optimal Control Problem Involving a Stochastic Partial Differential Equation with Random Inputs (Q5175447) (← links)
• A finite element approximation of linear stochastic PDEs driven by multiplicative white noise (Q5459737) (← links)
• Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint (Q6090380) (← links)
• Adaptive perturbation method for optimal control problem governed by stochastic elliptic PDEs (Q6495465) (← links)
• Efficient mini-batch stochastic gradient descent with centroidal Voronoi tessellation for PDE-constrained optimization under uncertainty (Q6584170) (← links)