Fast and reliable methods for determining the evolution of uncertain parameters in differential equations

DOI10.1016/J.JCP.2005.08.024zbMATH Open1089.65058OpenAlexW2093668144MaRDI QIDQ2489699FDOQ2489699

Authors: D. Neckels, D. Estep 

Publication date: 28 April 2006

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2005.08.024

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zbMATH Keywords

numerical examplesMonte-Carlo methodA posteriori error estimationFinite element methodUncertainty quantificationSensitivity analysisAdaptive samplingStochastic systemVariational analysisAdaptive error controlGeneralized Green's functionParameter errorParameter variationReliable sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical computation of solutions to systems of equations (65H10) Nonlinear ordinary differential equations and systems (34A34) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

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• A Posteriori Error Bounds and Global Error Control for Approximation of Ordinary Differential Equations
• Generalized Green's Functions and the Effective Domain of Influence
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• Multivariate interpolation of large sets of scattered data
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• Estimating the error of numerical solutions of systems of reaction-diffusion equations
• Mathematical statistics. An introduction
• Fast and reliable methods for determining the evolution of uncertain parameters in differential equations
• THE POINTWISE COMPUTABILITY OF THE LORENZ SYSTEM

Cited In (13)

• Enhancing piecewise-defined surrogate response surfaces with adjoints on sets of unstructured samples to solve stochastic inverse problems
• Goal-oriented adaptive surrogate construction for stochastic inversion
• Expected value analysis of multiparameter systems
• A method for solving stochastic equations by reduced order models and local approximations
• A moment-matching method to study the variability of phenomena described by partial differential equations
• Accelerating Monte Carlo estimation with derivatives of high-level finite element models
• Automatic simplification of systems of reaction-diffusion equations by \textit{a posteriori} analysis
• Stabilized FE simulation of prototype thermal-hydraulics problems with integrated adjoint-based capabilities
• Fast methods for determining the evolution of uncertain parameters in reaction-diffusion equations
• Fast and reliable methods for determining the evolution of uncertain parameters in differential equations
• Error-controlled global sensitivity analysis of ordinary differential equations
• Efficient solution of ordinary differential equations with high-dimensional parametrized uncertainty
• High-order uncertainty propagation enabled by computational differentiation

Uses Software

• QSHEP3D

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