Reduced basis techniques for stochastic problems

From MaRDI portal
Publication:358488

DOI10.1007/s11831-010-9056-zzbMath1269.65005arXiv1004.0357OpenAlexW2002242880WikidataQ56601025 ScholiaQ56601025MaRDI QIDQ358488

Yvon Maday, Ngoc Cuong Nguyen, Tony Lelièvre, Claude Le Bris, Sebastien Boyabal, Anthony T. Patera

Publication date: 9 August 2013

Published in: Archives of Computational Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.0357



Related Items

Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations, A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations, A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods, Sparse-grid, reduced-basis Bayesian inversion: nonaffine-parametric nonlinear equations, Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs, A multiscale problem in thermal science, Sparse-grid, reduced-basis Bayesian inversion, An adaptive sparse grid method for elliptic PDEs with stochastic coefficients, A Goal-Oriented Reduced Basis Methods-Accelerated Generalized Polynomial Chaos Algorithm, Tensor-Based Numerical Method for Stochastic Homogenization, Model order reduction for linear and nonlinear systems: a system-theoretic perspective, Generalized multiscale finite element methods (GMsFEM), Generalized multiscale finite element method. Symmetric interior penalty coupling, Nonlinear model reduction for the Navier-Stokes equations using residual DEIM method, Preconditioning Techniques for Reduced Basis Methods for Parameterized Elliptic Partial Differential Equations, Time-domain formulation in computational dynamics for linear viscoelastic media with model uncertainties and stochastic excitation, Computational strategy for the crash design analysis using an uncertain computational mechanical model, Unified derivation of thin-layer reduced models for shallow free-surface gravity flows of viscous fluids, Acceleration of the spectral stochastic FEM using POD and element based discrete empirical approximation for a micromechanical model of heterogeneous materials with random geometry, A reduced basis approach for some weakly stochastic multiscale problems, 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, PGD reduced-order modeling for structural dynamics applications, Sparse polynomial approximations for affine parametric saddle point problems, Reduced basis stochastic Galerkin methods for partial differential equations with random inputs, An Adaptive Non-Intrusive Multi-Fidelity Reduced Basis Method for Parameterized Partial Differential Equations, Coarse-proxy reduced basis methods for integral equations, Data-driven structure-preserving model reduction for stochastic Hamiltonian systems, Modular model reduction of interconnected systems: a robust performance analysis perspective, Micro-macro models for viscoelastic fluids: modelling, mathematics and numerics, Two-grid based adaptive proper orthogonal decomposition method for time dependent partial differential equations, Surrogate models for optimization of dynamical systems, Examples of computational approaches for elliptic, possibly multiscale PDEs with random inputs, Comparison between reduced basis and stochastic collocation methods for elliptic problems, An adaptive reduced basis ANOVA method for high-dimensional Bayesian inverse problems, A reduced basis Kalman filter for parametrized partial differential equations, An Efficient Control Variate Method for Parametrized Expectations, Efficient Reduced Basis Methods for Saddle Point Problems with Applications in Groundwater Flow, Reduced Basis Methods for Uncertainty Quantification, Efficient uncertainty quantification in stochastic finite element analysis based on functional principal components, A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation, Cost reduction of stochastic Galerkin method by adaptive identification of significant polynomial chaos bases for elliptic equations, An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk, Quantifying Truncation-Related Uncertainties in Unsteady Fluid Dynamics Reduced Order Models, Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs, Adaptive reduced basis strategy based on goal oriented error assessment for stochastic problems, An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations, Reduced model of macro-scale stochastic plasticity identification by Bayesian inference: application to quasi-brittle failure of concrete, Application of adaptive ANOVA and reduced basis methods to the stochastic Stokes-Brinkman problem, Adaptive multiscale model reduction with generalized multiscale finite element methods, Model reduction and neural networks for parametric PDEs, Approximation of constrained problems using the PGD method with application to pure Neumann problems, Multi-index stochastic collocation for random PDEs, Adaptive reduced-basis generation for reduced-order modeling for the solution of stochastic nondestructive evaluation problems, Two reduction methods for stochastic FEM based homogenization using global basis functions, ANOVA Gaussian process modeling for high-dimensional stochastic computational models, An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs, On a goal-oriented version of the proper generalized decomposition method, Iterative Polynomial Approximation Adapting to Arbitrary Probability Distribution


Uses Software


Cites Work