An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
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stochastic partial differential equationsconvergencenumerical examplesMonte Carlo methodsparse gridcollocationdiscontinuitiesSmolyak algorithmadaptive sparse gridhierarchical multiscale methodrandom domain decomposition methodsspectral stochastic finite element method
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Solutions to PDEs in closed form (35C05) 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) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)
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Cites work
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 3321507 (Why is no real title available?)
- scientific article; zbMATH DE number 2243098 (Why is no real title available?)
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Cited in
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- Convergence of probability densities using approximate models for forward and inverse problems in uncertainty quantification
- Stochastic bifurcation analysis of Rayleigh-Bénard convection
- Nonintrusive uncertainty analysis of fluid-structure interaction with spatially adaptive sparse grids and polynomial chaos expansion
- Generation and application of multivariate polynomial quadrature rules
- Stochastic Galerkin method for cloud simulation
- Bayesian model and dimension reduction for uncertainty propagation: applications in random media
- Essentially non-oscillatory stencil selection and subcell resolution in uncertainty quantification
- An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk
- A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
- On spectral fuzzy-stochastic FEM for problems involving polymorphic geometrical uncertainties
- Fuzzy-stochastic FEM-based homogenization framework for materials with polymorphic uncertainties in the microstructure
- Variance-based simplex stochastic collocation with model order reduction for high-dimensional systems
- An adaptive stochastic inverse solver for multiscale characterization of composite materials
- Sparse collocation method for global sensitivity analysis and calculation of statistics of solutions in SPDEs
- Two reduction methods for stochastic FEM based homogenization using global basis functions
- Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids
- Stochastic collocation with hierarchical extended B-splines on sparse grids
- A sparse FFT approach for ODE with random coefficients
- Multilevel control variates for uncertainty quantification in simulations of cloud cavitation
- Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
- Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
- An efficient approach for quantifying parameter uncertainty in the SST turbulence model
- A generalized multi-resolution expansion for uncertainty propagation with application to cardiovascular modeling
- An efficient Bayesian uncertainty quantification approach with application to \(k\)-\(\omega\)-\(\gamma\) transition modeling
- An efficient metamodeling approach for uncertainty quantification of complex systems with arbitrary parameter probability distributions
- Adaptive deep density approximation for Fokker-Planck equations
- A unified framework for mesh refinement in random and physical space
- How to push computational bio-mechanics to clinical application?
- Ensemble grouping strategies for embedded stochastic collocation methods applied to anisotropic diffusion problems
- Efficient uncertainty quantification of CFD problems by combination of proper orthogonal decomposition and compressed sensing
- Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
- Simplex-stochastic collocation method with improved scalability
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions
- Comparison between reduced basis and stochastic collocation methods for elliptic problems
- A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions
- A bi-fidelity surrogate modeling approach for uncertainty propagation in three-dimensional hemodynamic simulations
- Acceleration of the spectral stochastic FEM using POD and element based discrete empirical approximation for a micromechanical model of heterogeneous materials with random geometry
- A one-time truncate and encode multiresolution stochastic framework
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- Constructing surrogate models of complex systems with enhanced sparsity: quantifying the influence of conformational uncertainty in biomolecular solvation
- A stabilized stochastic finite element second-order projection method for modeling natural convection in random porous media
- A probabilistic generative model for semi-supervised training of coarse-grained surrogates and enforcing physical constraints through virtual observables
- An adaptive wavelet stochastic collocation method for irregular solutions of partial differential equations with random input data
- Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
- Weighted essentially non-oscillatory stochastic Galerkin approximation for hyperbolic conservation laws
- On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
- A physics-aware, probabilistic machine learning framework for coarse-graining high-dimensional systems in the small data regime
- A nonintrusive stochastic multiscale solver
- A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
- A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control
- Plug-and-play adaptive surrogate modeling of parametric nonlinear dynamics in frequency domain
- Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions
- Solving stochastic systems with low-rank tensor compression
- A data-driven stochastic collocation approach for uncertainty quantification in MEMS
- Exact PDF equations and closure approximations for advective-reactive transport
- Level set methods for stochastic discontinuity detection in nonlinear problems
- On the influence of robustness measures on shape optimization with stochastic uncertainties
- Clustered active-subspace based local Gaussian process emulator for high-dimensional and complex computer models
- Data-driven surrogates for high dimensional models using Gaussian process regression on the Grassmann manifold
- Adaptive ANOVA decomposition of stochastic incompressible and compressible flows
- A non-adapted sparse approximation of PDEs with stochastic inputs
- Sparse grid central discontinuous Galerkin method for linear hyperbolic systems in high dimensions
- Uncertainty quantification for stochastic dynamical systems using time-dependent stochastic bases
- Multi-fidelity stochastic collocation method for computation of statistical moments
- Multi-level Monte Carlo finite volume method for shallow water equations with uncertain parameters applied to landslides-generated tsunamis
- Enhancing sparsity of Hermite polynomial expansions by iterative rotations
- Uncertainty propagation using infinite mixture of gaussian processes and variational Bayesian inference
- Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
- A two-level stochastic collocation method for semilinear elliptic equations with random coefficients
- A two-level sparse grid collocation method for semilinear stochastic elliptic equation
- A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems
- A reduced spectral function approach for the stochastic finite element analysis
- A nonintrusive reduced order modelling approach using proper orthogonal decomposition and locally adaptive sparse grids
- An adaptive dynamically low-dimensional approximation method for multiscale stochastic diffusion equations
- A multilevel stochastic collocation method for partial differential equations with random input data
- High-dimensional dynamic stochastic model representation
- Sparse grids-based stochastic approximations with applications to aerodynamics sensitivity analysis
- A method for dimensionally adaptive sparse trigonometric interpolation of periodic functions
- Exploring emerging manycore architectures for uncertainty quantification through embedded stochastic Galerkin methods
- Adaptive piecewise Poly-Sinc methods for function approximation
- Preconditioned Bayesian regression for stochastic chemical kinetics
- Stochastic collocation and mixed finite elements for flow in porous media
- Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures
- Weighted discrete least-squares polynomial approximation using randomized quadratures
- A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection
- A Novel Reduced Spectral Function Approach for Finite Element Analysis of Stochastic Dynamical Systems
- A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media
- A meshfree peridynamic model for brittle fracture in randomly heterogeneous materials
- Uncertainty quantification for complex systems with very high dimensional response using Grassmann manifold variations
- Practical considerations when using sparse grids with Bayesian inference for parameter estimation
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- Multi-level Monte Carlo finite volume methods for uncertainty quantification in nonlinear systems of balance laws
- Polynomial chaos based uncertainty quantification in Hamiltonian, multi-time scale, and chaotic systems
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