Generalized spectral decomposition for stochastic nonlinear problems

DOI10.1016/j.jcp.2008.09.010zbMath1157.65009OpenAlexW2092189481MaRDI QIDQ1000219

Anthony Nouy, Olivier P. Le Maître

Publication date: 5 February 2009

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2008.09.010

zbMATH Keywords

algorithmsconvergenceeigenproblemerror estimatesnumerical examplesviscous Burgers equationuncertainty quantificationnonlinear problemgeneralized spectral decompositionnonlinear diffusion problemstochastic spectral decompositions

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Nonlinear boundary value problems for linear elliptic equations (35J65) KdV equations (Korteweg-de Vries equations) (35Q53) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

CONVERGENCE OF A GREEDY ALGORITHM FOR HIGH-DIMENSIONAL CONVEX NONLINEAR PROBLEMS, Local/global model order reduction strategy for the simulation of quasi-brittle fracture, Model order reduction based on proper generalized decomposition for the propagation of uncertainties in structural dynamics, Parametric solutions of turbulent incompressible flows in OpenFOAM via the proper generalised decomposition, Numerical methods for high-dimensional probability density function equations, Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations Part B: Accelerated Monte Carlo Sampling with Local PC Expansions, Results and questions on a nonlinear approximation approach for solving high-dimensional partial differential equations, Exact PDF equations and closure approximations for advective-reactive transport, Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems, Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations, Sampling-free linear Bayesian update of polynomial chaos representations, Greedy approximation of high-dimensional Ornstein-Uhlenbeck operators, A weak-intrusive stochastic finite element method for stochastic structural dynamics analysis, Review of reduced order models for heat and moisture transfer in building physics with emphasis in PGD approaches, A model reduction technique based on the PGD for elastic-viscoplastic computational analysis, Galerkin reduced-order modeling scheme for time-dependent randomly parametrized linear partial differential equations, A PGD-based multiscale formulation for non-linear solid mechanics under small deformations, Karhunen-Loève expansion revisited for vector-valued random fields: scaling, errors and optimal basis., The proper generalized decomposition for the simulation of delamination using cohesive zone model, A nonlinear stochastic finite element method for solving elastoplastic problems with uncertainties, A proper generalized decomposition for the solution of elliptic problems in abstract form by using a functional Eckart-Young approach, Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems, Stochastic domain decomposition based on variable-separation method, A Novel Variable-Separation Method Based on Sparse and Low Rank Representation for Stochastic Partial Differential Equations, A fully symmetric nonlinear biorthogonal decomposition theory for random fields, A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements, Proper general decomposition (PGD) for the resolution of Navier-Stokes equations, Adaptive sparse polynomial chaos expansion based on least angle regression, Micro-macro models for viscoelastic fluids: modelling, mathematics and numerics, A stochastic LATIN method for stochastic and parameterized elastoplastic analysis, Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate, Model reduction method using variable-separation for stochastic saddle point problems, Proper Generalized Decomposition model reduction in the Bayesian framework for solving inverse heat transfer problems, A Preconditioned Low-Rank Projection Method with a Rank-Reduction Scheme for Stochastic Partial Differential Equations, New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs, Uncertainty quantification in computational stochastic multiscale analysis of nonlinear elastic materials, Multiparametric response surface construction by means of proper generalized decomposition: an extension of the PARAFAC procedure, \(\mathrm{FE}^2\) multiscale in linear elasticity based on parametrized microscale models using proper generalized decomposition, Proper generalized decomposition method for incompressible Navier-Stokes equations with a spectral discretization, A priori model reduction through proper generalized decomposition for solving time-dependent partial differential equations, Structural stochastic responses determination via a sample-based stochastic finite element method, Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients, A state estimation approach based on stochastic expansions, A multiscale separated representation to compute the mechanical behavior of composites with periodic microstructure, Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations, A hybrid model reduction method for stochastic parabolic optimal control problems, A New Algorithm of Proper Generalized Decomposition for Parametric Symmetric Elliptic Problems, Stochastic finite difference lattice Boltzmann method for steady incompressible viscous flows, Spectral Tensor-Train Decomposition, A Variable-Separation Method for Nonlinear Partial Differential Equations With Random Inputs, Analysis of parametric models. Linear methods and approximations, Two reduction methods for stochastic FEM based homogenization using global basis functions, Sparse approximate solutions to stochastic Galerkin equations, A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations., A fast and robust sub-optimal control approach using reduced order model adaptation techniques, To Be or Not to be Intrusive? The Solution of Parametric and Stochastic Equations---Proper Generalized Decomposition, Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs

Uses Software

• minpack

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Newton method for the resolution of steady stochastic Navier-Stokes equations
• Uncertainty propagation using Wiener-Haar expansions
• Multi-resolution analysis of Wiener-type uncertainty propagation schemes
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations
• Stochastic model reduction for chaos representations
• Finite elements for elliptic problems with stochastic coefficients
• A stochastic projection method for fluid flow. II: Random process
• Iterative solution of systems of linear equations arising in the context of stochastic finite elements
• Sparse grid collocation schemes for stochastic natural convection problems
• Dual-based a posteriori error estimate for stochastic finite element methods
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• Numerical solution of spectral stochastic finite element systems
• An extended stochastic finite element method for solving stochastic partial differential equations on random domains
• Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Solving wick-stochastic boundary value problems using a finite element method
• Sparse Quadrature as an Alternative to Monte Carlo for Stochastic Finite Element Techniques
• X-SFEM, a computational technique based on X-FEM to deal with random shapes
• Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
• Stochastic finite element: a non intrusive approach by regression
• Convergence rates for finite elementapproximations of stochastic partial differential equations
• Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
• Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Multi‐Resolution‐Analysis Scheme for Uncertainty Quantification in Chemical Systems
• The Homogeneous Chaos
• Stochastic differential equations. An introduction with applications.
• Solution of stochastic partial differential equations using Galerkin finite element techniques