A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition (Q2138018)

scientific article; zbMATH DE number 7525181

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English	A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition	scientific article; zbMATH DE number 7525181

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instance of

scholarly article

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title

A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition (English)

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George Em Karniadakis

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published in

Journal of Computational Physics

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publication date

11 May 2022

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zbMATH Keywords

uncertainty quantification

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anomalous transport

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quasi Monte Carlo simulation

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generalized polynomial chaos

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long-time integration

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poly-fractonomials

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jcp.2022.111213

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cites work

Nonlocal diffusion and applications

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Stochastic models for fractional calculus

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Solvability and optimal controls of a fractional impulsive stochastic partial integro-differential equation with state-dependent delay

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Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives

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Regularity for the solution of a stochastic partial differential equation with the fractional Laplacian

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Euler-Maruyama scheme for Caputo stochastic fractional differential equations

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A variation of constant formula for Caputo fractional stochastic differential equations

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Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications

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Dynamically orthogonal field equations for continuous stochastic dynamical systems

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A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms

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

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A convergence study for SPDEs using combined polynomial chaos and dynamically-orthogonal schemes

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Computing sensitivities in evolutionary systems: a real-time reduced order modeling strategy

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Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients

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Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications

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The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

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Numerical methods for stochastic computations. A spectral method approach.

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Modeling uncertainty in flow simulations via generalized polynomial chaos.

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Adaptive ANOVA decomposition of stochastic incompressible and compressible flows

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A spectral collocation method for solving fractional KdV and KdV-Burgers equations with non-singular kernel derivatives

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Efficient and accurate spectral method using generalized Jacobi functions for solving Riesz fractional differential equations

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A Spectral Method (of Exponential Convergence) for Singular Solutions of the Diffusion Equation with General Two-Sided Fractional Derivative

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Fractional Sturm-Liouville eigen-problems: theory and numerical approximation

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Continuous system simulation

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A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

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What is the fractional Laplacian? A comparative review with new results

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Identifiers

Mathematics Subject Classification ID

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10.1016/J.JCP.2022.111213

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Sitelinks

Mathematics(1 entry)

mardi Publication:2138018