Discontinuity detection in multivariate space for stochastic simulations

DOI10.1016/j.jcp.2009.01.001zbMath1161.65307OpenAlexW2020717814WikidataQ60151407 ScholiaQ60151407MaRDI QIDQ1008885

Rishu Saxena, Dongbin Xiu, Anne Gelb, Rick Archibald

Publication date: 30 March 2009

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2009.01.001

zbMATH Keywords

stochastic partial differential equationsgeneralized polynomial chaos methodmultivariate edge detection

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

Analysis and approximation of a stochastic growth model with extinction, Hyperspherical Sparse Approximation Techniques for High-Dimensional Discontinuity Detection, High order approximation to non-smooth multivariate functions, Gegenbauer reconstruction method with edge detection for multi-dimensional uncertainty propagation, A discontinuous derivative-free optimization framework for multi-enterprise supply chain, Escaping Unknown Discontinuous Regions in Blackbox Optimization, Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions, Stochastic collocation approach with adaptive mesh refinement for parametric uncertainty analysis, Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics, Mode decomposition evolution equations, High Order Edge Sensors with $\ell^1$ Regularization for Enhanced Discontinuous Galerkin Methods, Level set methods for stochastic discontinuity detection in nonlinear problems, Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties, Uncertainty Propagation for Systems of Conservation Laws, High Order Stochastic Spectral Methods, Weak convergence of a mass-structured individual-based model, A continuous analogue of the tensor-train decomposition, An adaptive WENO collocation method for differential equations with random coefficients, Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids, Stochastic Collocation Methods for Nonlinear Parabolic Equations with Random Coefficients, Edge detection by adaptive splitting. II: The three-dimensional case, Discontinuous neural networks and discontinuity learning, A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection

Cites Work

• Uncertainty propagation using Wiener-Haar expansions
• Multi-resolution analysis of Wiener-type uncertainty propagation schemes
• Sparse grid collocation schemes for stochastic natural convection problems
• Adaptive edge detectors for piecewise smooth data based on the minmod limiter
• Determining the locations and discontinuities in the derivatives of functions
• Spectral Methods for Time-Dependent Problems
• Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• The stochastic piston problem
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Polynomial Fitting for Edge Detection in Irregularly Sampled Signals and Images
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item