A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. II: Adaptivity and generalizations
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stochastic partial differential equationsnumerical examplessparsityNavier-Stokes equationsKarhunen-Loeve expansionstochastic flowadaptivity algorithmBoussinesq approximation with Brownian forcinglow-dimensional structurepolynomial chaos method
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)
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Cites work
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- scientific article; zbMATH DE number 3046994 (Why is no real title available?)
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A convex model and \(l_1\) minimization for musical noise reduction in blind source separation
- A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms
- A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices
- Adaptive data analysis via sparse time-frequency representation
- An efficient dynamically adaptive mesh for potentially singular solutions
- Compressed sensing
- Computing nearly singular solutions using pseudo-spectral methods
- Data-driven time-frequency analysis
- Dynamic depletion of vortex stretching and non-blowup of the 3-D incompressible Euler equations
- Dynamical criteria for the evolution of the stochastic dimensionality in flows with uncertainty
- Dynamically orthogonal field equations for continuous stochastic dynamical systems
- Modeling uncertainty in flow simulations via generalized polynomial chaos.
- Multilevel Monte Carlo Path Simulation
- Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
- On proper orthogonal decomposition of randomly perturbed fields with applications to flow past a cylinder and natural convection over a horizontal plate
- Quasi-Random Sequences and Their Discrepancies
- Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.
- Reduced basis method for the rapid and reliable solution of partial differential equations
- Reduced basis techniques for stochastic problems
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- Uncertainty propagation using Wiener-Haar expansions
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Cited in
(40)- 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
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- Error Estimates for a POD Method for Solving Viscous G-Equations in Incompressible Cellular Flows
- Efficient spectral stochastic finite element methods for Helmholtz equations with random inputs
- Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems
- Stochastic dynamical low-rank approximation method
- 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
- Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs
- Bi-Orthogonal fPINN: A Physics-Informed Neural Network Method for Solving Time-Dependent Stochastic Fractional PDEs
- Reduced basis stochastic Galerkin methods for partial differential equations with random inputs
- Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces
- Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems
- Dynamically orthogonal field equations for continuous stochastic dynamical systems
- Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients
- A heterogeneous stochastic FEM framework for elliptic PDEs
- Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations
- Reduced order model in cardiac electrophysiology with approximated Lax pairs
- Dynamical Model Reduction Method for Solving Parameter-Dependent Dynamical Systems
- An adaptive dynamically low-dimensional approximation method for multiscale stochastic diffusion equations
- A convergence study for SPDEs using combined polynomial chaos and dynamically-orthogonal schemes
- Approximated Lax pairs for the reduced order integration of nonlinear evolution equations
- On the equivalence of dynamically orthogonal and bi-orthogonal methods: theory and numerical simulations
- An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs
- A low-rank approximated multiscale method for PDEs with random coefficients
- An adaptive method based on local dynamic mode decomposition for parametric dynamical systems
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- Sparse + low-energy decomposition for viscous conservation laws
- Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks
- A mixed spectral treatment for the stochastic models with random parameters
- Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions
- A data-driven approach for multiscale elliptic PDEs with random coefficients based on intrinsic dimension reduction
- Symplectic dynamical low rank approximation of wave equations with random parameters
- Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs
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- Uncertainty quantification methodology for hyperbolic systems with application to blood flow in arteries
- A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion
- Dual dynamically orthogonal approximation of incompressible Navier Stokes equations with random boundary conditions
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