scientific article; zbMATH DE number 1262778
From MaRDI portal
Publication:4232766
zbMath0953.74608MaRDI QIDQ4232766
Pol D. Spanos, Roger G. Ghanem
Publication date: 1 January 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
polynomial chaos expansionsystems with random parametersrepresentation of stochastic processesLoeve expansionspectral staochastic finite element method
Finite element methods applied to problems in solid mechanics (74S05) Spectral and related methods applied to problems in solid mechanics (74S25)
Related Items
Generalized polynomial chaos decomposition and spectral methods for the stochastic Stokes equations ⋮ Uncertainty quantification and film cooling ⋮ Probabilistic entropy in homogenization of the periodic fiber-reinforced composites with random elastic parameters ⋮ A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods ⋮ Weighted discrete least-squares polynomial approximation using randomized quadratures ⋮ Stochastic Galerkin Finite Element Method with Local Conductivity Basis for Electrical Impedance Tomography ⋮ Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems ⋮ Accelerating Stochastic Collocation Methods for Partial Differential Equations with Random Input Data ⋮ Optimal Approximation of the First-Order Corrector in Multiscale Stochastic Elliptic PDE ⋮ Sparse grid collocation schemes for stochastic natural convection problems ⋮ Explicit solution to the stochastic system of linear algebraic equations \((\alpha _{1}\boldsymbol{A}_{1} + \alpha _{2}\boldsymbol{A}_{2} +\cdots+ \alpha _{m}\boldsymbol{A}_{m})\boldsymbol{x} = \boldsymbol{b}\) ⋮ An extended stochastic finite element method for solving stochastic partial differential equations on random domains ⋮ Spectral stochastic finite element analysis for laminated composite plates ⋮ Lack of knowledge in structural model validation ⋮ Stochastic analysis of an elastic 3D half-space respond to random boundary displacements: exact results and Karhunen-Loève expansion ⋮ Application of polynomial chaos on numerical simulation of stochastic cavity flow ⋮ Stochastic boundary elements in elastostatics ⋮ A Chebyshev polynomial-based Galerkin method for the discretization of spatially varying random properties ⋮ Sparse pseudo spectral projection methods with directional adaptation for uncertainty quantification ⋮ Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors ⋮ Low-Rank Solution of Unsteady Diffusion Equations with Stochastic Coefficients ⋮ Efficient Computation of Sobol' Indices for Stochastic Models ⋮ On the dual iterative stochastic perturbation-based finite element method in solid mechanics with Gaussian uncertainties ⋮ The cardiovascular system: Mathematical modelling, numerical algorithms and clinical applications ⋮ Unnamed Item ⋮ Fully Discrete Approximation of Parametric and Stochastic Elliptic PDEs ⋮ On stochastic FEM based computational homogenization of magneto-active heterogeneous materials with random microstructure ⋮ A comparative study of the numerical approximation of the random Airy differential equation ⋮ The Vlasov--Poisson--Fokker--Planck System with Uncertainty and a One-dimensional Asymptotic Preserving Method ⋮ Combining Push-Forward Measures and Bayes' Rule to Construct Consistent Solutions to Stochastic Inverse Problems ⋮ A Preconditioned Low-Rank Projection Method with a Rank-Reduction Scheme for Stochastic Partial Differential Equations ⋮ A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem ⋮ New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs ⋮ Finite elements for stochastic media problems ⋮ The bird's eye view on finite element method for structures with large stochastic variations ⋮ Space-variant finite element reliability analysis ⋮ Theoretical and computational aspects of the stochastic boundary element method ⋮ Uncertainty updating in the description of coupled heat and moisture transport in heterogeneous materials ⋮ Numerical solutions of Burgers' equation with random initial conditions using the Wiener chaos expansion and the Lax-Wendroff scheme ⋮ Modeling diffusion in random heterogeneous media: data-driven models, stochastic collocation and the variational multiscale method ⋮ A stochastic particle-mesh scheme for uncertainty propagation in vortical flows ⋮ An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems ⋮ Stochastic Least-Squares Petrov--Galerkin Method for Parameterized Linear Systems ⋮ Well-Posed Bayesian Inverse Problems with Infinitely Divisible and Heavy-Tailed Prior Measures ⋮ On the Decay Rate of the Singular Values of Bivariate Functions ⋮ Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty ⋮ Solving initial and two-point boundary value linear random differential equations: a mean square approach ⋮ Inversion of Robin coefficient by a spectral stochastic finite element approach ⋮ Using stochastic analysis to capture unstable equilibrium in natural convection ⋮ A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion ⋮ A method for solving stochastic eigenvalue problems ⋮ A modal approach for the evaluation of the response sensitivity of structural systems subjected to non-stationary random processes ⋮ A method for the dynamical analysis of FE discretized uncertain structures in the frequency domain ⋮ Polynomial chaos for multirate partial differential algebraic equations with random parameters ⋮ Efficient uncertainty quantification with the polynomial chaos method for stiff systems ⋮ Uncertainty analysis for the steady-state flows in a dual throat nozzle ⋮ Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics ⋮ A stochastic projection method for fluid flow. I: Basic formulation ⋮ Block-Diagonal Preconditioning for Optimal Control Problems Constrained by PDEs with Uncertain Inputs ⋮ A Generalized Polynomial Chaos-Based Method for Efficient Bayesian Calibration of Uncertain Computational Models ⋮ A stochastic projection method for fluid flow. II: Random process ⋮ Lessons pertaining to the finite element method for stochastic problems, learned from simplest example ⋮ Efficient Bayesian Experimentation Using an Expected Information Gain Lower Bound ⋮ Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping ⋮ SDE Based Regression for Linear Random PDEs ⋮ On semi-analytical probabilistic finite element method for homogenization of the periodic fiber-reinforced composites ⋮ A novel stochastic-spectral finite element method for analysis of elastodynamic problems in the time domain ⋮ Reduced order models for random functions. Application to stochastic problems ⋮ New stochastic model for dispersion in heterogeneous porous media. I: Application to unbounded domains ⋮ Effect of randomness on multi-frequency aeroelastic responses resolved by unsteady adaptive stochastic finite elements ⋮ Exact PDF equations and closure approximations for advective-reactive transport ⋮ An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions ⋮ Parametric models for samples of random functions ⋮ New formulation of FEM for deterministic and stochastic beams through generalization of Fuchs' approach ⋮ Robust and efficient methods for stochastic finite element analysis using Monte Carlo simulation ⋮ Robust quantification of parametric uncertainty for surfactant-polymer flooding ⋮ Theory of diffusions applied to stochastic flow in porous media ⋮ Multi-resolution analysis of Wiener-type uncertainty propagation schemes ⋮ Random first-order linear discrete models and their probabilistic solution: a comprehensive study ⋮ Time-dependent generalized polynomial chaos ⋮ Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs ⋮ Robust averaged control of vibrations for the Bernoulli-Euler beam equation ⋮ Topology optimization considering material and geometric uncertainties using stochastic collocation methods ⋮ Multi-output local Gaussian process regression: applications to uncertainty quantification ⋮ Adaptive sparse grid algorithms with applications to electromagnetic scattering under uncertainty ⋮ Stochastic natural frequency of composite conical shells ⋮ A stochastic asymptotic-preserving scheme for a kinetic-fluid model for disperse two-phase flows with uncertainty ⋮ Uncertainty quantification in a chemical system using error estimate-based mesh adaption ⋮ Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations ⋮ Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points ⋮ Sparse polynomial approximation in positive order Sobolev spaces with bounded mixed derivatives and applications to elliptic problems with random loading ⋮ A proper generalized decomposition for the solution of elliptic problems in abstract form by using a functional Eckart-Young approach ⋮ Application of the polynomial chaos expansion to the simulation of chemical reactors with uncertainties ⋮ A fully symmetric nonlinear biorthogonal decomposition theory for random fields ⋮ Multiscale stochastic preconditioners in non-intrusive spectral projection ⋮ Robust topology optimization accounting for spatially varying manufacturing errors ⋮ An efficient dimension-adaptive uncertainty propagation approach ⋮ Modelling and simulation of autonomous oscillators with random parameters ⋮ On the linear advection equation subject to random velocity fields ⋮ Solving random diffusion models with nonlinear perturbations by the Wiener-Hermite expansion method ⋮ An adaptive stochastic finite elements approach based on Newton-Cotes quadrature in simplex elements ⋮ A Newton method for the resolution of steady stochastic Navier-Stokes equations ⋮ Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs ⋮ Optimal control with stochastic PDE constraints and uncertain controls ⋮ Solving the random Legendre differential equation: mean square power series solution and its statistical functions ⋮ Large deviation theory for a homogenized and ``corrected elliptic ODE ⋮ Large variation finite element method for beams with stochastic stiffness. ⋮ Computational uncertainty analysis in multiresolution materials via stochastic constitutive theory ⋮ Modal approaches for the stochastic finite element analysis of structures with material and geometric uncertainties. ⋮ A multigrid solver for two-dimensional stochastic diffusion equations. ⋮ Stochastic elastic-plastic finite elements ⋮ A multiscale preconditioner for stochastic mortar mixed finite elements ⋮ Release of stored thermochemical energy from dehydrated salts ⋮ A response surface approach for the static analysis of stochastic structures with geometrical nonlinearities. ⋮ Comparison between reduced basis and stochastic collocation methods for elliptic problems ⋮ Preconditioned Bayesian regression for stochastic chemical kinetics ⋮ A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach ⋮ Nonlinear Schrödinger equations under random nonlinearity management ⋮ An alternative unsteady adaptive stochastic finite element formulation based on interpolation at constant phase ⋮ A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids ⋮ Thermal problem solution using a surrogate model clustering technique ⋮ Probabilistic analysis of a static frame model ⋮ Solution verification, goal-oriented adaptive methods for stochastic advection-diffusion problems ⋮ Stochastic meshfree method for elasto-plastic damage analysis ⋮ Stochastic computation based on orthogonal expansion of random fields ⋮ A stochastic-deterministic coupling method for continuum mechanics ⋮ A reduced basis approach for variational problems with stochastic parameters: application to heat conduction with variable Robin coefficient ⋮ Probabilistic solution of the homogeneous Riccati differential equation: a case-study by using linearization and transformation techniques ⋮ A stabilized stochastic finite element second-order projection method for modeling natural convection in random porous media ⋮ A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation ⋮ Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations ⋮ A robust and efficient stepwise regression method for building sparse polynomial chaos expansions ⋮ Elastic half-plane under random displacement excitations on the boundary ⋮ Dependence of polynomial chaos on random types of forces of KdV equations ⋮ Simplified CSP analysis of a stiff stochastic ODE system ⋮ The encounter of interval and probabilistic approaches to structural reliability at the design point ⋮ A finite element method for elliptic problems with stochastic input data ⋮ An exponential integrator for advection-dominated reactive transport in heterogeneous porous media ⋮ Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications ⋮ Sensitivity and randomness in homogenization of periodic fiber-reinforced composites via the response function method ⋮ Stochastic data assimilation of the random shallow water model loads with uncertain experimental measurements ⋮ Variational multiscale stabilized FEM formulations for transport equations: Stochastic advection-diffusion and incompressible stochastic Navier-Stokes equations ⋮ Numerical approach for quantification of epistemic uncertainty ⋮ A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation ⋮ Generalized stochastic perturbation technique in engineering computations ⋮ Stochastic finite difference lattice Boltzmann method for steady incompressible viscous flows ⋮ A stochastic coupling method for atomic-to-continuum MonteCarlo simulations ⋮ Stochastic collocation and mixed finite elements for flow in porous media ⋮ Long-time uncertainty propagation using generalized polynomial chaos and flow map composition ⋮ Uncertainty propagation using infinite mixture of gaussian processes and variational Bayesian inference ⋮ A new surrogate modeling technique combining Kriging and polynomial chaos expansions - application to uncertainty analysis in computational dosimetry ⋮ Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection ⋮ Generalized spectral decomposition for stochastic nonlinear problems ⋮ A stochastic multiscale framework for modeling flow through random heterogeneous porous media ⋮ Stokes flows under random boundary velocity excitations ⋮ A multiscale stochastic finite element method on elliptic problems involving uncertainties ⋮ Construction of a probabilistic model for impedance matrices ⋮ An exact solution for the static and dynamic analysis of FE discretized uncertain structures ⋮ Probabilistic effective characteristics of cables for superconducting coils ⋮ Elastostatics of a half-plane under random boundary excitations ⋮ Combination of the variational and finite element methods for the \(D\)-dimensional generalized anharmonic oscillator ⋮ Period-infinity periodic motions, chaos, and spatial coherence in a 10 degree of freedom impact oscillator ⋮ Stochastic steady-state Navier-Stokes equations with additive random noise ⋮ Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation ⋮ Object-oriented stochastic finite element analysis of fibre metal laminates ⋮ Identification and prediction of stochastic dynamical systems in a polynomial chaos basis
