Generalized regularized least-squares approximation of noisy data with application to stochastic PDEs
From MaRDI portal
Publication:2006304
Elliptic equations and elliptic systems (35J99) White noise theory (60H40) Numerical optimization and variational techniques (65K10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
Recommendations
- Discrete least-squares radial basis functions approximations
- Radial basis function approximation of noisy scattered data on the sphere
- RBF-based penalized least-squares approximation of noisy scattered data on the sphere
- Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
- Kernel-based approximation methods for partial differential equations: deterministic or stochastic problems?
Cites work
- A combination of proper orthogonal decomposition-discrete empirical interpolation method (POD-DEIM) and meshless local RBF-DQ approach for prevention of groundwater contamination
- A cubic B-spline semi-analytical algorithm for simulation of 3D steady-state convection-diffusion-reaction problems
- A kernel-based collocation method for elliptic partial differential equations with random coefficients
- A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations
- A modification on strictly positive definite RBF-DQ method based on matrix decomposition
- A numerical method for solution of the two-dimensional sine-Gordon equation using the radial basis functions
- A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications
- Approximation of stochastic partial differential equations by a kernel-based collocation method
- Circumventing the ill-conditioning problem with multiquadric radial basis functions: Applications to elliptic partial differential equations
- Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions
- Error estimate, optimal shape factor, and high precision computation of multiquadric collocation method
- scientific article; zbMATH DE number 19422 (Why is no real title available?)
- Kernel-based collocation methods versus Galerkin finite element methods for approximating elliptic stochastic partial differential equations
- Meshfree approximation methods with Matlab. With CD-ROM.
- Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
- Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions
- Optimal designs of positive definite kernels for scattered data approximation
- Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach
- Regularization networks and support vector machines
- Regularized symmetric positive definite matrix factorizations for linear systems arising from RBF interpolation and differentiation
- Scattered data approximation by positive definite kernel functions
- Scattered data approximation of noisy data via iterated moving least squares
- Simulation of linear and nonlinear advection-diffusion-reaction problems by a novel localized scheme
- Smoothing by spline functions.
- The numerical solution of nonlinear high dimensional generalized Benjamin-Bona-Mahony-Burgers equation via the meshless method of radial basis functions
- Theory of ridge regression estimation with applications
Cited in
(5)- Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion
- Stochastic suicide substrate reaction model
- An RBF-FD method for numerical solutions of 2D diffusion-wave and diffusion equations of distributed fractional order
- Simulating variable-order fractional Brownian motion and solving nonlinear stochastic differential equations
- Compact finite difference schemes and error estimation for third-order Emden-Fowler equations
This page was built for publication: Generalized regularized least-squares approximation of noisy data with application to stochastic PDEs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2006304)
