A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems
From MaRDI portal
Publication:1693902
DOI10.1016/j.jcp.2017.04.057zbMath1380.76093OpenAlexW2611636794MaRDI QIDQ1693902
George Em. Karniadakis, Themistoklis P. Sapsis, Hessam Babaee, Min-Seok Choi
Publication date: 1 February 2018
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2017.04.057
biorthogonalitystochastic Navier-Stokes equationsreduced order modelinguncertainty quantificationdynamical orthogonality
PDEs in connection with fluid mechanics (35Q35) Theoretical approximation in context of PDEs (35A35) PDEs with randomness, stochastic partial differential equations (35R60) Statistical solutions of Navier-Stokes and related equations (76D06)
Related Items
A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition ⋮ Adaptive sparse interpolation for accelerating nonlinear stochastic reduced-order modeling with time-dependent bases ⋮ Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces ⋮ Bi-Orthogonal fPINN: A Physics-Informed Neural Network Method for Solving Time-Dependent Stochastic Fractional PDEs ⋮ Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions ⋮ Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs ⋮ On-the-fly reduced order modeling of passive and reactive species via time-dependent manifolds ⋮ An observation-driven time-dependent basis for a reduced description of transient stochastic systems ⋮ Stochastic dynamical low-rank approximation method ⋮ Rank-adaptive tensor methods for high-dimensional nonlinear PDEs ⋮ Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks ⋮ A mixed spectral treatment for the stochastic models with random parameters ⋮ Computing Sensitivities in Evolutionary Systems: A Real-Time Reduced Order Modeling Strategy
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A convergence study for SPDEs using combined polynomial chaos and dynamically-orthogonal schemes
- On the equivalence of dynamically orthogonal and bi-orthogonal methods: theory and numerical simulations
- A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms
- Adaptive ANOVA decomposition of stochastic incompressible and compressible flows
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Dynamical criteria for the evolution of the stochastic dimensionality in flows with uncertainty
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- Dynamically orthogonal field equations for continuous stochastic dynamical systems
- The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
- High-order splitting methods for the incompressible Navier-Stokes equations
- Mean field dynamics of fermions and the time-dependent Hartree-Fock equation
- Finite elements for elliptic problems with stochastic coefficients
- Sparse grid collocation schemes for stochastic natural convection problems
- Wave propagation and time reversal in randomly layered media.
- A projector-splitting integrator for dynamical low-rank approximation
- Global analysis of Navier–Stokes and Boussinesq stochastic flows using dynamical orthogonality
- Multilevel Monte Carlo Path Simulation
- Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- Turbulence and the dynamics of coherent structures. I. Coherent structures
- Turbulence, Coherent Structures, Dynamical Systems and Symmetry
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients
- Attractor local dimensionality, nonlinear energy transfers and finite-time instabilities in unstable dynamical systems with applications to two-dimensional fluid flows
- A minimization principle for the description of modes associated with finite-time instabilities
- Dynamical Low‐Rank Approximation
- High-Order Collocation Methods for Differential Equations with Random Inputs
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Solution of stochastic partial differential equations using Galerkin finite element techniques