Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems

DOI10.1016/J.JCP.2020.110044MaRDI QIDQ2124875zbMATH OpenOpenAlexFDO

Authors Hugo Esquivel, Arun Prakash, Guang Lin

Publication date 11 April 2022

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

Full work available at URL https://arxiv.org/abs/2012.01496

zbMATH Keywords

uncertainty quantificationlong-time integrationstochastic flow map(nonlinear) stochastic dynamical systemsflow-driven spectral chaos (FSC)TD-gPC

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Probabilistic methods, stochastic differential equations (65Cxx)

Recommendations

• Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems
• Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems
• Long-time uncertainty propagation using generalized polynomial chaos and flow map composition
• Uncertainty quantification for stochastic dynamical systems using time-dependent stochastic bases
• Dynamical polynomial chaos expansions and long time evolution of differential equations with random forcing

Cites work

• scientific article; zbMATH DE number 5297089 (Why is no real title available?)
• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• scientific article; zbMATH DE number 627771 (Why is no real title available?)
• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• scientific article; zbMATH DE number 3999169 (Why is no real title available?)
• scientific article; zbMATH DE number 3304505 (Why is no real title available?)
• scientific article; zbMATH DE number 3321507 (Why is no real title available?)
• scientific article; zbMATH DE number 3195732 (Why is no real title available?)
• A HYBRID GENERALIZED POLYNOMIAL CHAOS METHOD FOR STOCHASTIC DYNAMICAL SYSTEMS
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• A convergence study for SPDEs using combined polynomial chaos and dynamically-orthogonal schemes
• A domain adaptive stochastic collocation approach for analysis of MEMS under uncertainties
• A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms
• A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. II: Adaptivity and generalizations
• A multilevel stochastic collocation method for partial differential equations with random input data
• A stochastic projection method for fluid flow. I: Basic formulation
• A stochastic projection method for fluid flow. II: Random process
• An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• Beyond Wiener-Askey expansions: handling arbitrary PDFs
• Dynamical polynomial chaos expansions and long time evolution of differential equations with random forcing
• Dynamically orthogonal field equations for continuous stochastic dynamical systems
• Error analysis of the dynamically orthogonal approximation of time dependent random PDEs
• High dimensional integration of smooth functions over cubes
• Introduction to quasi-Monte Carlo integration and applications
• Introduction to uncertainty quantification
• Long-term behavior of polynomial chaos in stochastic flow simulations
• Long-time uncertainty propagation using generalized polynomial chaos and flow map composition
• Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions
• Modeling uncertainty in flow simulations via generalized polynomial chaos.
• Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
• Multi-element probabilistic collocation method in high dimensions
• Multiple Wiener integral
• Numerical methods for stochastic computations. A spectral method approach.
• Orthogonal functionals of independent-increment processes
• Orthogonal functionals of the Poisson process
• Polynomial Chaos in Stochastic Finite Elements
• Probabilistic finite elements for nonlinear structural dynamics
• Random field finite elements
• Simulation and the Monte Carlo method
• Sparse grids
• Spectral Methods for Uncertainty Quantification
• The Discrete Chaos
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• The eigenvalue problem for structural systems with statistical properties.
• The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
• The multiple stochastic integral
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Time-dependent generalized polynomial chaos
• Turbulence, coherent structures, dynamical systems and symmetry.
• Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics
• Uncertainty propagation in CFD using polynomial chaos decomposition
• Using stochastic analysis to capture unstable equilibrium in natural convection

Cited in

(3)

• Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems
• A stochastic Galerkin method with adaptive time-stepping for the Navier-Stokes equations
• Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems

Describes a project that uses

Uses Software

• Matlab

This page was built for publication: Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2124875)