Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
From MaRDI portal
Publication:2252372
DOI10.1016/j.cam.2013.10.046zbMath1301.65090OpenAlexW2059198297MaRDI QIDQ2252372
Publication date: 17 July 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2013.10.046
differential algebraic equationsindexuncertainty quantificationpolynomial chaosstochastic Galerkin methodstochastic collocation method
Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical methods for differential-algebraic equations (65L80)
Related Items
Shape and topology optimization of a permanent-magnet machine under uncertainties, A Hankel norm for quadrature rules solving random linear dynamical systems, An efficient numerical method to solve 2-D interval bi-modular problems via orthogonal polynomial expansion, Rosenbrock-W methods for stochastic Galerkin systems, On the relationship between the stochastic Galerkin method and the pseudo-spectral collocation method for linear differential algebraic equations, Dual interval-and-fuzzy analysis method for temperature prediction with hybrid epistemic uncertainties via polynomial chaos expansion, A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design, Model order reduction and low-dimensional representations for random linear dynamical systems, Model order reduction for random nonlinear dynamical systems and low-dimensional representations for their quantities of interest, Stability-preserving model order reduction for linear stochastic Galerkin systems, Poly-Sinc solution of stochastic elliptic differential equations, A generalized multi-fidelity simulation method using sparse polynomial chaos expansion, Sensitivity analysis of random linear differential-algebraic equations using system norms, Stability Preservation in Stochastic Galerkin Projections of Dynamical Systems, 10 Model order reduction in uncertainty quantification
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Differential-algebraic equations. A projector based analysis
- The index of general nonlinear DAEs
- Classical and generalized solutions of time-dependent linear differential-algebraic equations
- Generalised polynomial chaos for a class of linear conservation laws
- A simpler construction of the matrix chain defining the tractability index of linear DAEs
- On the convergence of generalized polynomial chaos expansions
- POLYNOMIAL CHAOS FOR LINEAR DIFFERENTIAL ALGEBRAIC EQUATIONS WITH RANDOM PARAMETERS
- Polynomial chaos for the approximation of uncertainties: Chances and limits
- Polynomial Chaos for Analysing Periodic Processes of Differential Algebraic Equations with Random Parameters
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- POLYNOMIAL CHAOS FOR SEMIEXPLICIT DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX 1
- High-Order Collocation Methods for Differential Equations with Random Inputs