Probabilistic models for stochastic elliptic partial differential equations

DOI10.1016/J.JCP.2010.07.023MaRDI QIDQ602939zbMATH OpenOpenAlexFDO

Authors Mircea D. Grigoriu

Publication date 5 November 2010

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2010.07.023

zbMATH Keywords

Karhunen-Loéve/spectral expansionsnon-Gaussian random functionsnumerical examplesparametric modelsstochastic elliptic partial differential equationstranslation random functions

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(16)

• On the strong unique continuation of electromagnetic Schrödinger equations with random coefficients
• Bayesian identification and model comparison for random property fields derived from material microstructure
• Analytical approximation and numerical studies of one-dimensional elliptic equation with random coefficients
• A random field model for anisotropic strain energy functions and its application for uncertainty quantification in vascular mechanics
• Finite dimensional models for random functions
• A method for solving stochastic equations by reduced order models and local approximations
• The dynamic analysis of stochastic thin-walled structures under thermal-structural-acoustic coupling
• Stochastic analysis of structures under limited observations using kernel density estimation and arbitrary polynomial chaos expansion
• A spectral surrogate model for stochastic simulators computed from trajectory samples
• Microstructure models and material response by extreme value theory
• Parametric models for samples of random functions
• A Discussion on Two Stochastic Elliptic Modeling Strategies
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• Stochastic collocation with kernel density estimation
• A new computational scheme for structural static stochastic analysis based on Karhunen-Loève expansion and modified perturbation stochastic finite element method
• CNN-based prediction of microstructure-derived random property fields of composite materials

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