Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
From MaRDI portal
(Redirected from Publication:3440195)
differential equation with random inputGalerkin projectionheat transfer in grooved channelKraichnan-Orszag problemnumerical resultsstochastic discontinuitystochastic elliptic problemsWiener chaos
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)
Recommendations
- Polynomial chaos expansion of a multimodal random vector
- Generalized polynomial chaos for nonlinear random pantograph equations
- Multiscale uncertainty quantification with arbitrary polynomial chaos
- Polynomial chaos for multirate partial differential algebraic equations with random parameters
- Generalized polynomial chaos expansions with weights
- Multivariate polynomial chaos expansions with dependent variables
- On the convergence of generalized polynomial chaos expansions
- Generalized polynomial chaos and random oscillators
- Time-dependent generalized polynomial chaos
- Polynomial chaos for the approximation of uncertainties: Chances and limits
Cited in
(only showing first 100 items - show all)- Generalized spectral decomposition for stochastic nonlinear problems
- Uncertainty quantification for systems of conservation laws
- Discontinuity detection in multivariate space for stochastic simulations
- Sparse high order FEM for elliptic sPDEs
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- Stochastic simulation of riser-sections with uncertain measured pressure loads and/or uncertain material properties
- A new stochastic approach to transient heat conduction modeling with uncertainty.
- Epistemic uncertainties in RANS model free coefficients
- Controlling first four moments for robust optimization
- Uncertainty quantification in littoral erosion
- Polynomial chaos representation of databases on manifolds
- Multi-fidelity Gaussian process regression for prediction of random fields
- On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models
- Rayleigh-Taylor and Richtmyer-Meshkov instability induced flow, turbulence, and mixing. II
- A dynamical polynomial chaos approach for long-time evolution of SPDEs
- Bayesian updating via bootstrap filtering combined with data-driven polynomial chaos expansions: methodology and application to history matching for carbon dioxide storage in geological formations
- A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems
- The numerical approximation of nonlinear functionals and functional differential equations
- A flexible polynomial expansion method for response analysis with random parameters
- Ensemble Kalman filters and geometric characterization of sensitivity spaces for uncertainty quantification in optimization
- A third order hierarchical basis WENO interpolation for sparse grids with application to conservation laws with uncertain data
- Error analysis of the Wiener-Askey polynomial chaos with hyperbolic cross approximation and its application to differential equations with random input
- A PCE-based multiscale framework for the characterization of uncertainties in complex systems
- Computational uncertainty quantification for some strongly degenerate parabolic convection-diffusion equations
- Adaptive wavelet methods for the stochastic Poisson equation
- Stochastic Galerkin techniques for random ordinary differential equations
- Roe solver with entropy corrector for uncertain hyperbolic systems
- Generalized Langevin equations for systems with local interactions
- A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
- Spectral convergence of the generalized polynomial chaos reduced model obtained from the uncertain linear Boltzmann equation
- Data-driven closures for stochastic dynamical systems
- Dealing with dependent uncertainty in modelling: a comparative study case through the Airy equation
- Data-driven surrogates for high dimensional models using Gaussian process regression on the Grassmann manifold
- Spatio-stochastic adaptive discontinuous Galerkin methods
- Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems
- A realizable filtered intrusive polynomial moment method
- Exploration of anisotropic design space by using unified Taylor-cokriging method
- Long duration response evaluation of linear structural system with random system properties using time dependent polynomial chaos
- Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
- Weighted essentially non-oscillatory stochastic Galerkin approximation for hyperbolic conservation laws
- Intrusive acceleration strategies for uncertainty quantification for hyperbolic systems of conservation laws
- Physically interpretable machine learning algorithm on multidimensional non-linear fields
- Efficient uncertain \(k_{\mathrm{eff}}\) computations with the Monte Carlo resolution of generalised polynomial chaos based reduced models
- Efficient uncertainty propagation for photonics: combining implicit semi-analog Monte Carlo (ISMC) and Monte Carlo generalised polynomial chaos (MC-gPC)
- Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints
- Gegenbauer reconstruction method with edge detection for multi-dimensional uncertainty propagation
- Multiscale uncertainty quantification with arbitrary polynomial chaos
- A posteriori error analysis and adaptive non-intrusive numerical schemes for systems of random conservation laws
- Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces
- Data-driven polynomial chaos expansions: a weighted least-square approximation
- A gPC-intrusive Monte-Carlo scheme for the resolution of the uncertain linear Boltzmann equation
- Level set methods for stochastic discontinuity detection in nonlinear problems
- On stochastic Galerkin approximation of the nonlinear Boltzmann equation with uncertainty in the fluid regime
- Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems
- Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: a computational approach
- Oscillation mitigation of hyperbolicity-preserving intrusive uncertainty quantification methods for systems of conservation laws
- A high-order stochastic Galerkin code for the compressible Euler and Navier-Stokes equations
- Polynomial chaos level points method for one-dimensional uncertain steep problems
- On the construction of uncertain time series surrogates using polynomial chaos and Gaussian processes
- A hyperbolicity-preserving discontinuous stochastic Galerkin scheme for uncertain hyperbolic systems of equations
- Second order linear differential equations with analytic uncertainties: stochastic analysis via the computation of the probability density function
- Goal-oriented error control of stochastic system approximations using metric-based anisotropic adaptations
- Uncertainty quantification for stochastic dynamical systems using time-dependent stochastic bases
- On the influence of robustness measures on shape optimization with stochastic uncertainties
- Goal-oriented uncertainty propagation using stochastic adjoints
- Uncertainty quantification in bending analysis of moderately thick plates with elastically restrained edges using the Chaotic Radial Basis function
- An adaptive dynamically low-dimensional approximation method for multiscale stochastic diffusion equations
- A unified framework for mesh refinement in random and physical space
- Basis adaptive sample efficient polynomial chaos (BASE-PC)
- Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients
- New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs
- A method for solving stochastic equations by reduced order models and local approximations
- Adaptive wavelet methods for elliptic partial differential equations with random operators
- Adapted polynomial chaos expansion for failure detection
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- Beyond Wiener-Askey expansions: handling arbitrary PDFs
- Adaptive multi-element polynomial chaos with discrete measure: algorithms and application to SPDEs
- Multi-element stochastic reduced basis methods
- A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing
- Cross-mode stabilized stochastic shallow water systems using stochastic finite element methods
- On the influence of over-parameterization in manifold based surrogates and deep neural operators
- Comparison of the performance and reliability between improved sampling strategies for polynomial chaos expansion
- From data to uncertainty: an efficient integrated data-driven sparse grid approach to propagate uncertainty
- An adaptive stochastic Galerkin method for random elliptic operators
- Acoustic propagation in an uncertain waveguide environment using stochastic basis expansions
- A 3D model to simulate vibrations in a layered medium with stochastic material parameters
- On the convergence of generalized polynomial chaos expansions
- Adaptive numerical solutions of stochastic differential equations
- Wiener calculus for differential equations with uncertainties
- A stochastic Galerkin method for Hamilton-Jacobi equations with uncertainty
- Uncertainty propagation for systems of conservation laws, high order stochastic spectral methods
- High-order methods as an alternative to using sparse tensor products for stochastic Galerkin FEM
- On a polynomial chaos method for differential equations with singular sources
- Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation
- Local polynomial chaos expansion for linear differential equations with high dimensional random inputs
- Algorithms for propagating uncertainty across heterogeneous domains
- Multi-element stochastic spectral projection for high quantile estimation
- Exact PDF equations and closure approximations for advective-reactive transport
- Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations
- A flexible uncertainty quantification method for linearly coupled multi-physics systems
This page was built for publication: Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3440195)
