A probabilistic graphical model approach to stochastic multiscale partial differential equations
DOI10.1016/J.JCP.2013.05.016zbMATH Open1349.65036OpenAlexW1964773554MaRDI QIDQ340925FDOQ340925
Publication date: 15 November 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2013.05.016
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sequential Monte CarloBayesianstochastic partial differential equationsuncertainty quantificationprobabilistic graphical modelsmultiscale modelingbelief propagation
Random graphs (graph-theoretic aspects) (05C80) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Fluid-solid interactions (including aero- and hydro-elasticity, porosity, etc.) (74F10)
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Cited In (15)
- Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients
- A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems
- Reduced-order model-based variational inference with normalizing flows for Bayesian elliptic inverse problems
- Stochastic modelling and diffusion modes for proper orthogonal decomposition models and small-scale flow analysis
- A PCE-based multiscale framework for the characterization of uncertainties in complex systems
- Uncertainty propagation using infinite mixture of gaussian processes and variational Bayesian inference
- A Model Reduction Method for Multiscale Elliptic Pdes with Random Coefficients Using an Optimization Approach
- Physics-Constrained, Data-Driven Discovery of Coarse-Grained Dynamics
- Parallel probabilistic graphical model approach for nonparametric Bayesian inference
- A nonparametric belief propagation method for uncertainty quantification with applications to flow in random porous media
- The SPDE approach to Matérn fields: graph representations
- A Bayesian multiscale deep learning framework for flows in random media
- A new network approach to Bayesian inference in partial differential equations
- A Data-Driven Approach for Multiscale Elliptic PDEs with Random Coefficients Based on Intrinsic Dimension Reduction
- Digital-Image-Driven Stochastic Homogenization for Recycled Aggregate Concrete Based on Material Microstructure
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