A convergence study for SPDEs using combined polynomial chaos and dynamically-orthogonal schemes

DOI10.1016/J.JCP.2013.02.047MaRDI QIDQ347728zbMATH OpenOpenAlexFDO

Authors T. P. Sapsis, Minseok Choi, George Em Karniadakis

Publication date 5 December 2016

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

Full work available at URL https://doi.org/10.1016/j.jcp.2013.02.047

zbMATH Keywords

stochastic partial differential equationshigh dimensionsuncertainty quantificationstochastic collocationlow-dimensionality

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Interacting particle systems in time-dependent statistical mechanics (82C22) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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Cited in

(13)

• Error analysis of the dynamically orthogonal approximation of time dependent random PDEs
• Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
• Global analysis of Navier-Stokes and Boussinesq stochastic flows using dynamical orthogonality
• Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems
• A dynamical polynomial chaos approach for long-time evolution of SPDEs
• A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems
• A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition
• Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces
• Dynamically orthogonal field equations for continuous stochastic dynamical systems
• On the equivalence of dynamically orthogonal and bi-orthogonal methods: theory and numerical simulations
• Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks
• A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. II: Adaptivity and generalizations
• Stochastic domain decomposition via moment minimization

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