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

DOI10.1016/j.jcp.2006.01.008zbMath1095.76047OpenAlexW2144144515MaRDI QIDQ2498522

Wuan Luo, Boris L. Rosovskii, Hao-Min Zhou, Thomas Yizhao Hou

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

zbMATH Keywords

separation principle stochastic Navier-Stokes equations stochastic Burgers equations

Mathematics Subject Classification ID

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

Related Items

Layer methods for stochastic Navier-Stokes equations using simplest characteristics, The velocity tracking problem for Wick-stochastic Navier-Stokes flows using Weiner chaos expansion, Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures, The estimation of functional uncertainty using polynomial chaos and adjoint equations, Logarithmic gradient transformation and chaos expansion of Itô processes, Distributed Model Predictive Control of Linear Systems with Stochastic Parametric Uncertainties and Coupled Probabilistic Constraints, Sensitivity of two-dimensional spatially developing mixing layers with respect to uncertain inflow conditions, A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations, Direct numerical simulation of deformable droplets motion with uncertain physical properties in macro and micro channels, Sensitivity analysis of large-eddy simulations to subgrid-scale-model parametric uncertainty using polynomial chaos, Meshless simulation of stochastic advection-diffusion equations based on radial basis functions, The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations, Adaptive approximation of higher order posterior statistics, Enforcing positivity in intrusive PC-UQ methods for reactive ODE systems, Numerical solution of two-dimensional stochastic time-fractional Sine-Gordon equation on non-rectangular domains using finite difference and meshfree methods, Time-dependent generalized polynomial chaos, Strategies for Reduced-Order Models for Predicting the Statistical Responses and Uncertainty Quantification in Complex Turbulent Dynamical Systems, Uncertainty quantification and stochastic polynomial chaos expansion for recovering random data in Darcy and diffusion equations, On the propagation of statistical model parameter uncertainty in CFD calculations, 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, Design of linear parameter varying quadratic regulator in polynomial chaos framework, Moment-based invariants for probabilistic loops with non-polynomial assignments, An adaptive dynamically low-dimensional approximation method for multiscale stochastic diffusion equations, A dynamical polynomial chaos approach for long-time evolution of SPDEs, Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients, The numerical approximation of stochastic partial differential equations, Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics, A fully symmetric nonlinear biorthogonal decomposition theory for random fields, Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing, Method of lines for stochastic boundary-value problems with additive noise, A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids, Numerical methods for hyperbolic SPDEs: a Wiener chaos approach, The approximate solution of one dimensional stochastic evolution equations by meshless methods, Sensitivity Analysis of Burgers' Equation with Shocks, A Data-Driven Approach for Multiscale Elliptic PDEs with Random Coefficients Based on Intrinsic Dimension Reduction, SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations, Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem, An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion, A polynomial chaos expansion in dependent random variables, Intrusive generalized polynomial chaos with asynchronous time integration for the solution of the unsteady Navier-Stokes equations, N-TERM WIENER CHAOS APPROXIMATION RATES FOR ELLIPTIC PDEs WITH LOGNORMAL GAUSSIAN RANDOM INPUTS, Dependence of polynomial chaos on random types of forces of KdV equations, Statistically accurate low-order models for uncertainty quantification in turbulent dynamical systems, Spectral collocation method for stochastic Burgers equation driven by additive noise, A virtual element method for stochastic Stokes equations, Dynamical Polynomial Chaos Expansions and Long Time Evolution of Differential Equations with Random Forcing, Linear quadratic regulation of systems with stochastic parameter uncertainties, Error analysis of finite element approximations of the stochastic Stokes equations, A Model Reduction Method for Multiscale Elliptic Pdes with Random Coefficients Using an Optimization Approach, Wiener Chaos Approach to Optimal Prediction, Stochastic collocation and mixed finite elements for flow in porous media, Uncertainty quantification for the random viscous Burgers' partial differential equation by using the differential transform method, A heterogeneous stochastic FEM framework for elliptic PDEs, Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems, Certified offline-free reduced basis (COFRB) methods for stochastic differential equations driven by arbitrary types of noise, A splitting/polynomial chaos expansion approach for stochastic evolution equations, Uncertainty quantification for systems of conservation laws, Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems, Proper orthogonal decomposition method for multiscale elliptic PDEs with random coefficients, Acceleration of uncertainty propagation through Lagrange multipliers in partitioned stochastic method, Estimation of exciton diffusion lengths of organic semiconductors in random domains, A spectral-based numerical method for Kolmogorov equations in Hilbert spaces, Application of combination schemes based on radial basis functions and finite difference to solve stochastic coupled nonlinear time fractional sine-Gordon equations, Numerical Trajectory Optimization for Stochastic Mechanical Systems, Numerical analysis of the Burgers' equation in the presence of uncertainty, Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation, Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method, Numerical solutions of stochastic PDEs driven by arbitrary type of noise, Efficient computation of unsteady flow in complex river systems with uncertain inputs, Application of local improvements to reduced-order models to sampling methods for nonlinear PDEs with noise, Stochastic steady-state Navier-Stokes equations with additive random noise

Cites Work