Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
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Publication:3440195
numerical resultsWiener chaosGalerkin projectionKraichnan-Orszag problemstochastic discontinuitydifferential equation with random inputheat transfer in grooved channelstochastic elliptic problems
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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- Long duration response evaluation of linear structural system with random system properties using time dependent polynomial chaos
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- Computational uncertainty quantification for some strongly degenerate parabolic convection-diffusion equations
- Adaptive numerical solutions of stochastic differential equations
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- SAMBA: sparse approximation of moment-based arbitrary polynomial chaos
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- Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints
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- A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing
- Discontinuity detection in multivariate space for stochastic simulations
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- A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension
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- Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems
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