Numerical methods for stochastic computations. A spectral method approach.
From MaRDI portal
Galerkin methodgeneralized polynomial chaosMonte-Carloorthogonal polynomialspartial differential equationstochastic collocation method
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Computational methods for problems pertaining to probability theory (60-08) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Probabilistic methods, stochastic differential equations (65Cxx) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
Recommendations
- Spectral Methods for Uncertainty Quantification
- Polynomial chaos methods for hyperbolic partial differential equations. Numerical techniques for fluid dynamics problems in the presence of uncertainties
- Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
- An introduction to computational stochastic PDEs
- Stochastic finite elements: Computational approaches to stochastic partial differential equations
Cited in
(only showing first 100 items - show all)- Stochastic \(L^1\)-optimal control via forward and backward sampling
- Controlling first four moments for robust optimization
- Simulation of the oil storage process in the scopa of specialized bees
- Uncertainty quantification in littoral erosion
- An algorithmic comparison of the hyper-reduction and the discrete empirical interpolation method for a nonlinear thermal problem
- Polynomial chaos expansion approach to interest rate models
- A probabilistic estimation and prediction technique for dynamic continuous social science models: the evolution of the attitude of the Basque country population towards ETA as a case study
- Stochastic Galerkin approximation of the Reynolds equation with irregular film thickness
- Uncertainty quantification in control problems for flocking models
- Uncertainty quantification by geometric characterization of sensitivity spaces
- Galerkin methods for stationary radiative transfer equations with uncertain coefficients
- On a near optimal sampling strategy for least squares polynomial regression
- Orbit uncertainty propagation and sensitivity analysis with separated representations
- An asymptotic-preserving stochastic Galerkin method for the radiative heat transfer equations with random inputs and diffusive scalings
- A stochastic asymptotic-preserving scheme for a kinetic-fluid model for disperse two-phase flows with uncertainty
- Multi-fidelity stochastic collocation method for computation of statistical moments
- DG-IMEX stochastic Galerkin schemes for linear transport equation with random inputs and diffusive scalings
- A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media
- A stochastic Galerkin method for first-order quasilinear hyperbolic systems with uncertainty
- Dual dynamically orthogonal approximation of incompressible Navier Stokes equations with random boundary conditions
- The discrete stochastic Galerkin method for hyperbolic equations with non-smooth and random coefficients
- 3-D stochastic finite elements for thermal creep analysis of piping structures with spatial material inhomogeneities
- The numerical approximation of nonlinear functionals and functional differential equations
- Hybrid three-scale model for evolving pore-scale geometries
- Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties
- Local sensitivity analysis for the Cucker-Smale model with random inputs
- Uniform spectral convergence of the stochastic Galerkin method for the linear semiconductor Boltzmann equation with random inputs and diffusive scaling
- Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient
- Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression
- Ensemble Kalman filters and geometric characterization of sensitivity spaces for uncertainty quantification in optimization
- Hypocoercivity for a BGK model for gas mixtures
- On the extreme eigenvalues of certain matrices of non-standard inner products of Hermite polynomials
- Error analysis of the Wiener-Askey polynomial chaos with hyperbolic cross approximation and its application to differential equations with random input
- Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty
- Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
- Assessment of uncertainties in hot-wire anemometry and oil-film interferometry measurements for wall-bounded turbulent flows
- Social contacts, epidemic spreading and health system. Mathematical modeling and applications to COVID-19 infection
- Uncertainty quantification guided robust design for nanoparticles' morphology
- Sparse polynomial chaos expansions via compressed sensing and D-optimal design
- A preconditioning approach for improved estimation of sparse polynomial chaos expansions
- Robust topology optimization of vibrating structures considering random diffuse regions via a phase-field method
- A non-intrusive B-splines Bézier elements-based method for uncertainty propagation
- Uncertainty quantification for Maxwell's eigenproblem based on isogeometric analysis and mode tracking
- Systems of Gaussian process models for directed chains of solvers
- Bayesian modeling of inconsistent plastic response due to material variability
- Real-time computational optimal control of an MHD flow system with parameter uncertainty quantification
- A short review of FDTD-based methods for uncertainty quantification in computational electromagnetics
- Model order reduction and low-dimensional representations for random linear dynamical systems
- Model order reduction for random nonlinear dynamical systems and low-dimensional representations for their quantities of interest
- Structure preserving stochastic Galerkin methods for Fokker-Planck equations with background interactions
- Low-dimensional spatial embedding method for shape uncertainty quantification in acoustic scattering by 2D star shaped obstacles
- Uncertainty quantification for a 1D thermo-hyperelastic coupled problem using polynomial chaos projection and \(p\)-FEMs
- Hierarchical preconditioning for the stochastic Galerkin method: upper bounds to the strengthened CBS constants
- Improving adaptive generalized polynomial chaos method to solve nonlinear random differential equations by the random variable transformation technique
- Polynomial (chaos) approximation of maximum eigenvalue functions. Efficiency and limitations
- Reduced model of macro-scale stochastic plasticity identification by Bayesian inference: application to quasi-brittle failure of concrete
- The statistical finite element method (statFEM) for coherent synthesis of observation data and model predictions
- Stability-preserving model order reduction for linear stochastic Galerkin systems
- Poly-Sinc solution of stochastic elliptic differential equations
- Spectral methods for nonlinear functionals and functional differential equations
- Sparse harmonic transforms: a new class of sublinear-time algorithms for learning functions of many variables
- Uncertainty quantification for the random viscous Burgers' partial differential equation by using the differential transform method
- Sensitivity analysis of random linear differential-algebraic equations using system norms
- Control with uncertain data of socially structured compartmental epidemic models
- Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems
- Sensitivity analysis of the non-linear Fokker-Planck equations with uncertainty
- A multi-fidelity polynomial chaos-greedy Kaczmarz approach for resource-efficient uncertainty quantification on limited budget
- Solving random fractional second-order linear equations via the mean square Laplace transform: theory and statistical computing
- From agent-based models to the macroscopic description of fake-news spread: the role of competence in data-driven applications
- Three-dimensional microstructure generation using generative adversarial neural networks in the context of continuum micromechanics
- Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions
- Propagation of uncertainties in density-driven flow
- Spatial spread of COVID-19 outbreak in Italy using multiscale kinetic transport equations with uncertainty
- Modelling lockdown measures in epidemic outbreaks using selective socio-economic containment with uncertainty
- On surrogate learning for linear stability assessment of Navier-Stokes equations with stochastic viscosity.
- On the generalized logistic random differential equation: theoretical analysis and numerical simulations with real-world data
- Reduced-order modeling via proper generalized decomposition for uncertainty quantification of frequency response functions
- On the transition of Charlier polynomials to the Hermite function
- Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling
- Quantifying multiple uncertainties in modelling shallow water-sediment flows: a stochastic Galerkin framework with Haar wavelet expansion and an operator-splitting approach
- Bi-fidelity reduced polynomial chaos expansion for uncertainty quantification
- Computing the density function of complex models with randomness by using polynomial expansions and the RVT technique. Application to the SIR epidemic model
- Uncertainty quantification analysis of the biological Gompertz model subject to random fluctuations in all its parameters
- Analysis of geometric uncertainties in CFD problems solved by RBF-FD meshless method
- Monte Carlo stochastic Galerkin methods for the Boltzmann equation with uncertainties: space-homogeneous case
- B-PINNs: Bayesian physics-informed neural networks for forward and inverse PDE problems with noisy data
- A stochastic kinetic scheme for multi-scale flow transport with uncertainty quantification
- Classical limit for the varying-mass Schrödinger equation with random inhomogeneities
- Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
- Uncertainty quantification of viscoelastic parameters in arterial hemodynamics with the a-FSI blood flow model
- Linear response based parameter estimation in the presence of model error
- Estimation of distributions via multilevel Monte Carlo with stratified sampling
- Spectral convergence of probability densities for forward problems in uncertainty quantification
- A stochastic kinetic scheme for multi-scale plasma transport with uncertainty quantification
- Bayesian model inversion using stochastic spectral embedding
- Generalized polynomial chaos-informed efficient stochastic kriging
- Hyperbolicity-preserving and well-balanced stochastic Galerkin method for two-dimensional shallow water equations
- Adaptive deep density approximation for Fokker-Planck equations
- Robust optimal control of compartmental models in epidemiology: application to the COVID-19 pandemic
- A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition
This page was built for publication: Numerical methods for stochastic computations. A spectral method approach.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3583848)
