A dynamical polynomial chaos approach for long-time evolution of SPDEs (Q1693454)

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English	A dynamical polynomial chaos approach for long-time evolution of SPDEs	scientific article

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instance of

scholarly article

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title

A dynamical polynomial chaos approach for long-time evolution of SPDEs (English)

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zbMATH Open document ID

1380.65313

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DOI

10.1016/j.jcp.2017.04.054

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Journal of Computational Physics

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publication date

31 January 2018

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full work available at URL

https://arxiv.org/abs/1605.04604

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Mathematics Subject Classification ID

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stochastic partial differential equations

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polynomial chaos

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Karhunen-Loeve expansion

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long time integration

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describes a project that uses

OPQ

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ARPACK

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MaRDI profile type

MaRDI publication profile

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Dynamical Polynomial Chaos Expansions and Long Time Evolution of Differential Equations with Random Forcing

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The numerical approximation of stochastic partial differential equations

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An Introduction to Computational Stochastic PDEs

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Spectral Methods for Uncertainty Quantification

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Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics

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Modeling uncertainty in flow simulations via generalized polynomial chaos.

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A stochastic projection method for fluid flow. I: Basic formulation

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The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals

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Gaussian fields and random flow

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Dynamical Properties of Truncated Wiener-Hermite Expansions

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Propagation of probabilistic uncertainty in complex physical systems using a stochastic finite element approach

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Q5786196

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Q4131338

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The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

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Fundamental limitations of polynomial chaos for uncertainty quantification in systems with intermittent instabilities

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Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures

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Long-term behavior of polynomial chaos in stochastic flow simulations

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Time-dependent generalized polynomial chaos

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Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics

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Spectral polynomial chaos solutions of the stochastic advection equation

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Karhunen-Loève approximation of random fields by generalized fast multipole methods

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Stochastic model reduction for chaos representations

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Stochastic low-dimensional modelling of a random laminar wake past a circular cylinder

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Two results concerning asymptotic behavior of solutions of the Burgers equation with force

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Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing

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Uncertainty propagation using Wiener-Haar expansions

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Stochastic Navier--Stokes Equations for Turbulent Flows

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A HYBRID GENERALIZED POLYNOMIAL CHAOS METHOD FOR STOCHASTIC DYNAMICAL SYSTEMS

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Finite elements for elliptic problems with stochastic coefficients

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Adaptive sparse polynomial chaos expansion based on least angle regression

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Application of hierarchical matrices for computing the Karhunen-Loève expansion

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Numerical Methods for Large Eigenvalue Problems

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The principle of minimized iterations in the solution of the matrix eigenvalue problem

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ARPACK Users' Guide

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Construction and arithmetics of \(\mathcal H\)-matrices

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On the relation between the multidimensional moment problem and the one-dimensional moment problem.

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Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations

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Q5755052

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Mathematics(1 entry)

mardi Publication:1693454