Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions

DOI10.1016/j.jcp.2013.02.035zbMath1311.65158OpenAlexW1972317660MaRDI QIDQ401605

Dongbin Xiu, John D. Jakeman, Akil C. Narayan

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.2013.02.035

zbMATH Keywords

uncertainty quantificationstochastic collocationgeneralized polynomial chaosmulti-elementdiscontinuous functions

Mathematics Subject Classification ID

Related Items (23)

Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems ⋮ A sparse grid stochastic collocation method for elliptic interface problems with random input ⋮ Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems ⋮ Mesh refinement for uncertainty quantification through model reduction ⋮ Gegenbauer reconstruction method with edge detection for multi-dimensional uncertainty propagation ⋮ Stochastic sensitivity analysis of large-eddy simulation predictions of the flow around a 5:1 rectangular cylinder ⋮ A discontinuous derivative-free optimization framework for multi-enterprise supply chain ⋮ A meshfree peridynamic model for brittle fracture in randomly heterogeneous materials ⋮ Interpolation of Functions with Parameter Dependent Jumps by Transformed Snapshots ⋮ An hp‐adaptive multi‐element stochastic collocation method for surrogate modeling with information re‐use ⋮ Stochastic collocation approach with adaptive mesh refinement for parametric uncertainty analysis ⋮ Combining Push-Forward Measures and Bayes' Rule to Construct Consistent Solutions to Stochastic Inverse Problems ⋮ A Method for Dimensionally Adaptive Sparse Trigonometric Interpolation of Periodic Functions ⋮ Uncertainty quantification of discontinuous outputs via a non-intrusive bifidelity strategy ⋮ An adaptive WENO collocation method for differential equations with random coefficients ⋮ Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems ⋮ Uncertainty quantification of geochemical and mechanical compaction in layered sedimentary basins ⋮ Goal-oriented error control of stochastic system approximations using metric-based anisotropic adaptations ⋮ An Adaptive Minimum Spanning Tree Multielement Method for Uncertainty Quantification of Smooth and Discontinuous Responses ⋮ Discontinuous neural networks and discontinuity learning ⋮ A multi-element non-intrusive polynomial chaos method using agglomerative clustering based on the derivatives to study irregular and discontinuous quantities of interest ⋮ Comparison of Surrogate-Based Uncertainty Quantification Methods for Computationally Expensive Simulators ⋮ Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping

Uses Software

• TESTPACK

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
• Padé-Legendre approximants for uncertainty analysis with discontinuous response surfaces
• A domain adaptive stochastic collocation approach for analysis of MEMS under uncertainties
• Multi-element probabilistic collocation method in high dimensions
• The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
• An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
• 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
• Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences
• Stochastic approaches to uncertainty quantification in CFD simulations
• Adaptive edge detectors for piecewise smooth data based on the minmod limiter
• Determining the locations and discontinuities in the derivatives of functions
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• Uncertainty Quantification given Discontinuous Model Response and a Limited Number of Model Runs
• Stochastic Collocation Methods on Unstructured Grids in High Dimensions via Interpolation
• Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
• Computational Aspects of Polynomial Interpolation in Several Variables
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Polynomial Fitting for Edge Detection in Irregularly Sampled Signals and Images
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

This page was built for publication: Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions