A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. II: Adaptivity and generalizations

DOI10.1016/J.JCP.2013.02.020zbMATH Open1297.65007OpenAlexW2087257783MaRDI QIDQ401601FDOQ401601

Zhiwen Zhang, Thomas Y. Hou, Mulin Cheng

Publication date: 27 August 2014

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.02.020

zbMATH Keywords

stochastic partial differential equationsnumerical examplessparsityNavier-Stokes equationsKarhunen-Loeve expansionstochastic flowadaptivity algorithmBoussinesq approximation with Brownian forcinglow-dimensional structurepolynomial chaos method

Mathematics Subject Classification ID

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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Cited In (35)

• Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs
• Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients
• Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs
• Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems
• Rank-adaptive structure-preserving model order reduction of Hamiltonian systems
• A Low-Rank Approximated Multiscale Method for Pdes With Random Coefficients
• Error Estimates for a POD Method for Solving Viscous G-Equations in Incompressible Cellular Flows
• Stochastic dynamical low-rank approximation method
• A heterogeneous stochastic FEM framework for elliptic PDEs
• Bi-Orthogonal fPINN: A Physics-Informed Neural Network Method for Solving Time-Dependent Stochastic Fractional PDEs
• A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion
• Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
• Efficient Spectral Stochastic Finite Element Methods for Helmholtz Equations with Random Inputs
• Uncertainty quantification methodology for hyperbolic systems with application to blood flow in arteries
• Sparse + low-energy decomposition for viscous conservation laws
• An adaptive dynamically low-dimensional approximation method for multiscale stochastic diffusion equations
• An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs
• Symplectic dynamical low rank approximation of wave equations with random parameters
• Reduced-order description of transient instabilities and computation of finite-time Lyapunov exponents
• Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems
• Dynamical Model Reduction Method for Solving Parameter-Dependent Dynamical Systems
• Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces
• 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
• Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks
• Reduced basis stochastic Galerkin methods for partial differential equations with random inputs
• 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
• A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms
• Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions
• A mixed spectral treatment for the stochastic models with random parameters
• Dual dynamically orthogonal approximation of incompressible Navier Stokes equations with random boundary conditions
• An adaptive method based on local dynamic mode decomposition for parametric dynamical systems
• A Data-Driven Approach for Multiscale Elliptic PDEs with Random Coefficients Based on Intrinsic Dimension Reduction
• Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs

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