Sparse grid collocation schemes for stochastic natural convection problems

From MaRDI portal

Publication:2381168

Jump to:navigation, search

DOI10.1016/j.jcp.2006.12.014zbMath1343.76059OpenAlexW2070335948MaRDI QIDQ2381168

Nicholas Zabaras, Baskar Ganapathysubramanian

Publication date: 14 September 2007

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2006.12.014

zbMATH Keywords

Navier-Stokes equations natural convection stochastic partial differential equations sparse grids collocation methods adaptive sampling stochastic Galerkin method

Mathematics Subject Classification ID

Variational methods applied to problems in fluid mechanics (76M30) Free convection (76R10) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Related Items

Optimal design for kernel interpolation: applications to uncertainty quantification, Spectral convergence of probability densities for forward problems in uncertainty quantification, A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations, Weighted discrete least-squares polynomial approximation using randomized quadratures, Simplex-stochastic collocation method with improved scalability, Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs, An adaptive sparse grid method for elliptic PDEs with stochastic coefficients, Multi-element probabilistic collocation method in high dimensions, Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients, A stochastic Galerkin method for Maxwell equations with uncertainty, Improved statistical models for limited datasets in uncertainty quantification using stochastic collocation, A one-time truncate and encode multiresolution stochastic framework, Enforcing positivity in intrusive PC-UQ methods for reactive ODE systems, Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems, Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems, Multigrid and sparse-grid schemes for elliptic control problems with random coefficients, Multi-level multi-fidelity sparse polynomial chaos expansion based on Gaussian process regression, An adaptive dimension decomposition and reselection method for reliability analysis, Surrogate modeling of high-dimensional problems via data-driven polynomial chaos expansions and sparse partial least square, A polynomial chaos approach to the robust analysis of the dynamic behaviour of friction systems, Practical uncertainty quantification analysis involving statistically dependent random variables, Stochastic modeling and identification of an uncertain computational dynamical model with random fields properties and model uncertainties, Polynomial chaos representation of databases on manifolds, Multi-fidelity stochastic collocation method for computation of statistical moments, Numerical studies of three-dimensional stochastic Darcy's equation and stochastic advection-diffusion-dispersion equation, A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media, A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions, Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces, A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems, A near-optimal sampling strategy for sparse recovery of polynomial chaos expansions, Multiscale stochastic preconditioners in non-intrusive spectral projection, Adaptive ANOVA decomposition of stochastic incompressible and compressible flows, Adaptive sparse polynomial chaos expansion based on least angle regression, Model reduction method using variable-separation for stochastic saddle point problems, A POD framework to determine robust controls in PDE optimization, A multiscale preconditioner for stochastic mortar mixed finite elements, Analysis of a nonlinear aeroelastic system with parametric uncertainties using polynomial chaos expansion, An efficient solver for cumulative density function-based solutions of uncertain kinematic wave models, Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing, Convergence acceleration of polynomial chaos solutions via sequence transformation, Preconditioned Bayesian regression for stochastic chemical kinetics, A method for solving stochastic equations by reduced order models and local approximations, Numerical solution to time-dependent 4D inviscid Burgers' equations, A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach, Uncertainty quantification in computational stochastic multiscale analysis of nonlinear elastic materials, A reduced spectral function approach for the stochastic finite element analysis, Kernel principal component analysis for stochastic input model generation, A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids, Thermal problem solution using a surrogate model clustering technique, Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data, Solution verification, goal-oriented adaptive methods for stochastic advection-diffusion problems, Uncertainty quantification of MEMS using a data-dependent adaptive stochastic collocation method, A non-linear dimension reduction methodology for generating data-driven stochastic input models, Multilevel sparse grids collocation for linear partial differential equations, with tensor product smooth basis functions, Modeling diffusion in random heterogeneous media: data-driven models, stochastic collocation and the variational multiscale method, Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties, Parametric uncertainty analysis of pulse wave propagation in a model of a human arterial network, A stabilized stochastic finite element second-order projection method for modeling natural convection in random porous media, GMRES with embedded ensemble propagation for the efficient solution of parametric linear systems in uncertainty quantification of computational models, Finite volume simulation framework for die casting with uncertainty quantification, Dual interval-and-fuzzy analysis method for temperature prediction with hybrid epistemic uncertainties via polynomial chaos expansion, Probabilistic optimization of engineering system with prescribed target design in a reduced parameter space, Epistemic uncertainty-based model validation via interval propagation and parameter calibration, Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity, Evidence theory-based reliability optimization design using polynomial chaos expansion, Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition, An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk, An adaptive WENO collocation method for differential equations with random coefficients, Multiscale model reduction method for Bayesian inverse problems of subsurface flow, Stochastic analysis of natural convection in vertical channels with random wall temperature, The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications, Inversion of Robin coefficient by a spectral stochastic finite element approach, Numerical comparison of three stochastic methods for nonlinear PN junction problems, An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations, Stability in the almost everywhere sense: a linear transfer operator approach, A stochastic mixed finite element heterogeneous multiscale method for flow in porous media, Numerical approach for quantification of epistemic uncertainty, A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation, A PDF-based performance shift approach for reliability-based design optimization, Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems, Stochastic collocation and mixed finite elements for flow in porous media, Modeling multiscale diffusion processes in random heterogeneous media, Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice, Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations, Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection, Generalized spectral decomposition for stochastic nonlinear problems, A domain adaptive stochastic collocation approach for analysis of MEMS under uncertainties, Uncertain eigenvalue analysis by the sparse grid stochastic collocation method, Uncertainty quantification for systems of conservation laws, Discontinuity detection in multivariate space for stochastic simulations, Efficient stochastic Galerkin methods for random diffusion equations, A stochastic multiscale framework for modeling flow through random heterogeneous porous media, An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations, A rapid and efficient isogeometric design space exploration framework with application to structural mechanics, Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions, Towards `\(h\)-\(p\) \textit{adaptive}' generalized ANOVA, Adaptive reduced-basis generation for reduced-order modeling for the solution of stochastic nondestructive evaluation problems, Gradient-based optimization for regression in the functional tensor-train format, A comparative study of numerical approaches to risk assessment of contaminant transport, Evaluating the uncertainty of darcy velocity with sparse grid collocation method, A data-driven stochastic collocation approach for uncertainty quantification in MEMS, ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS, A nonintrusive stochastic multiscale solver, Error Decomposition and Adaptivity for Response Surface Approximations from PDEs with Parametric Uncertainty, Non-intrusive reduced order modelling of the Navier-Stokes equations, Constructing Surrogate Models of Complex Systems with Enhanced Sparsity: Quantifying the Influence of Conformational Uncertainty in Biomolecular Solvation, Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids, A novel Monte Carlo approach to hybrid local volatility models, An ensemble scheme for the numerical solution of a random transient heat equation with uncertain inputs, Stochastic finite elements of discretely parameterized random systems on domains with boundary uncertainty, Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification, An active sparse polynomial chaos expansion approach based on sequential relevance vector machine, A Novel Variable-Separation Method Based on Sparse and Low Rank Representation for Stochastic Partial Differential Equations, Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions, Accelerating hypersonic reentry simulations using deep learning-based hybridization (with guarantees), Weighted Approximate Fekete Points: Sampling for Least-Squares Polynomial Approximation, Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures, Nonintrusive Uncertainty Analysis of Fluid-Structure Interaction with Spatially Adaptive Sparse Grids and Polynomial Chaos Expansion, Surrogate-Based Ensemble Grouping Strategies for Embedded Sampling-Based Uncertainty Quantification, Characterizing Impacts of Model Uncertainties in Quantitative Photoacoustics, Ensemble Grouping Strategies for Embedded Stochastic Collocation Methods Applied to Anisotropic Diffusion Problems, COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS, An Ensemble Algorithm for Numerical Solutions to Deterministic and Random Parabolic PDEs, A Moment-Matching Method to Study the Variability of Phenomena Described by Partial Differential Equations, Stochastic projection schemes for deterministic linear elliptic partial differential equations on random domains, Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures, Stochastic bifurcation analysis of Rayleigh–Bénard convection, Stochastic Collocation Methods for Nonlinear Parabolic Equations with Random Coefficients, Non-intrusive Uncertainty Quantification with Sparse Grids for Multivariate Peridynamic Simulations, Stochastic finite element methods for partial differential equations with random input data, Nonadaptive Quasi-Optimal Points Selection for Least Squares Linear Regression, On the treatment of distributed uncertainties in PDE-constrained optimization, Density Estimation in Uncertainty Propagation Problems Using a Surrogate Model, A Sparse Grid Method for Bayesian Uncertainty Quantification with Application to Large Eddy Simulation Turbulence Models, A Variable-Separation Method for Nonlinear Partial Differential Equations With Random Inputs, Sensitivity analysis and stochastic simulations of non‐equilibrium plasma flow, Uncertainty quantification in chemical systems, Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients, An Evolve-Filter-Relax Stabilized Reduced Order Stochastic Collocation Method for the Time-Dependent Navier--Stokes Equations, A Novel Reduced Spectral Function Approach for Finite Element Analysis of Stochastic Dynamical Systems, Stochastic Collocation Algorithms Using $l_1$-Minimization for Bayesian Solution of Inverse Problems, Adjoint Error Estimation for Stochastic Collocation Methods, Practical considerations when using sparse grids with Bayesian inference for parameter estimation

Uses Software

Cites Work

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2381168&oldid=15004432"