Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics

DOI10.1016/J.JCP.2006.01.008zbMATH Open1095.76047OpenAlexW2144144515MaRDI QIDQ2498522FDOQ2498522

Authors: Wuan Luo, Thomas Y. Hou, B. Rozovskii, Haomin Zhou 

Publication date: 16 August 2006

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2006.01.008

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zbMATH Keywords

separation principlestochastic Navier-Stokes equationsstochastic Burgers equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with fluid mechanics (35Q35) Navier-Stokes equations for incompressible viscous fluids (76D05) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic analysis applied to problems in fluid mechanics (76M35)

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Cited In (76)

• Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem
• Stochastic steady-state Navier-Stokes equations with additive random noise
• \(N\)-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs
• A spectral-based numerical method for Kolmogorov equations in Hilbert spaces
• Error analysis of finite element approximations of the stochastic Stokes equations
• A polynomial chaos expansion in dependent random variables
• Proper orthogonal decomposition method for multiscale elliptic PDEs with random coefficients
• Dynamical polynomial chaos expansions and long time evolution of differential equations with random forcing
• The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
• SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations
• Sensitivity Analysis of Burgers' Equation with Shocks
• Distributed model predictive control of linear systems with stochastic parametric uncertainties and coupled probabilistic constraints
• Layer methods for stochastic Navier-Stokes equations using simplest characteristics
• Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
• A virtual element method for stochastic Stokes equations
• A heterogeneous stochastic FEM framework for elliptic PDEs
• Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures
• Linear quadratic regulation of systems with stochastic parameter uncertainties
• A multistage Wiener chaos expansion method for stochastic advection-diffusion-reaction equations
• A splitting/polynomial chaos expansion approach for stochastic evolution equations
• Sensitivity analysis of large-eddy simulations to subgrid-scale-model parametric uncertainty using polynomial chaos
• The numerical approximation of stochastic partial differential equations
• The velocity tracking problem for Wick-stochastic Navier-Stokes flows using Weiner chaos expansion
• An adaptive dynamically low-dimensional approximation method for multiscale stochastic diffusion equations
• Direct numerical simulation of deformable droplets motion with uncertain physical properties in macro and micro channels
• Intrusive generalized polynomial chaos with asynchronous time integration for the solution of the unsteady Navier-Stokes equations
• Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
• Stochastic collocation and mixed finite elements for flow in porous media
• Uncertainty quantification and stochastic polynomial chaos expansion for recovering random data in Darcy and diffusion equations
• A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations
• Uncertainty quantification for the random viscous Burgers' partial differential equation by using the differential transform method
• Numerical methods for hyperbolic SPDEs: a Wiener chaos approach
• Statistically accurate low-order models for uncertainty quantification in turbulent dynamical systems
• Numerical solutions of stochastic PDEs driven by arbitrary type of noise
• Sensitivity of two-dimensional spatially developing mixing layers with respect to uncertain inflow conditions
• Adaptive approximation of higher order posterior statistics
• Enforcing positivity in intrusive PC-UQ methods for reactive ODE systems
• A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. II: Adaptivity and generalizations
• A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms
• On the propagation of statistical model parameter uncertainty in CFD calculations
• Application of combination schemes based on radial basis functions and finite difference to solve stochastic coupled nonlinear time fractional sine-Gordon equations
• Time-dependent generalized polynomial chaos
• A model reduction method for multiscale elliptic PDEs with random coefficients using an optimization approach
• A fully symmetric nonlinear biorthogonal decomposition theory for random fields
• Method of lines for stochastic boundary-value problems with additive noise
• The estimation of functional uncertainty using polynomial chaos and adjoint equations
• Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
• A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids
• A dynamical polynomial chaos approach for long-time evolution of SPDEs
• Numerical solutions of Burgers' equation with random initial conditions using the Wiener chaos expansion and the Lax-Wendroff scheme
• Uncertainty quantification for systems of conservation laws
• Numerical analysis of the Burgers' equation in the presence of uncertainty
• Dependence of polynomial chaos on random types of forces of KdV equations
• Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation
• Spectral collocation method for stochastic Burgers equation driven by additive noise
• Numerical solution of two-dimensional stochastic time-fractional Sine-Gordon equation on non-rectangular domains using finite difference and meshfree methods
• An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion
• Strategies for reduced-order models for predicting the statistical responses and uncertainty quantification in complex turbulent dynamical systems
• Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics
• Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients
• Certified offline-free reduced basis (COFRB) methods for stochastic differential equations driven by arbitrary types of noise
• Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method
• Logarithmic gradient transformation and chaos expansion of Itô processes
• A data-driven approach for multiscale elliptic PDEs with random coefficients based on intrinsic dimension reduction
• Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing
• Design of linear parameter varying quadratic regulator in polynomial chaos framework
• Exact and approximate moment derivation for probabilistic loops with non-polynomial assignments
• Numerical trajectory optimization for stochastic mechanical systems
• Wiener chaos approach to optimal prediction
• Moment-based invariants for probabilistic loops with non-polynomial assignments
• Numerical solutions of stochastic PDEs driven by Ornstein-Uhlenbeck noise
• Efficient computation of unsteady flow in complex river systems with uncertain inputs
• Acceleration of uncertainty propagation through Lagrange multipliers in partitioned stochastic method
• Estimation of exciton diffusion lengths of organic semiconductors in random domains
• Application of local improvements to reduced-order models to sampling methods for nonlinear PDEs with noise
• The approximate solution of one dimensional stochastic evolution equations by meshless methods

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