Random field representations for stochastic elliptic boundary value problems and statistical inverse problems
From MaRDI portal
Publication:4981608
DOI10.1017/S0956792514000072zbMath1298.60056arXiv1304.2902OpenAlexW3099721005MaRDI QIDQ4981608
Publication date: 24 June 2014
Published in: European Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.2902
Random fields (60G60) Parametric inference (62F99) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)
Related Items
Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints, Multilevel model reduction for uncertainty quantification in computational structural dynamics, Computational stochastic homogenization of heterogeneous media from an elasticity random field having an uncertain spectral measure, Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework, Polynomial chaos representation of databases on manifolds, Unnamed Item, Convergence acceleration of polynomial chaos solutions via sequence transformation, Compressed Principal Component Analysis of Non-Gaussian Vectors, A relaxation approach to modeling the stochastic behavior of elastic materials, Geometric variational principles for computational homogenization, Bayesian Probabilistic Numerical Methods in Time-Dependent State Estimation for Industrial Hydrocyclone Equipment, A random field model for anisotropic strain energy functions and its application for uncertainty quantification in vascular mechanics, A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation, Stochastic elliptic operators defined by non-Gaussian random fields with uncertain spectrum, Optimal Partition in Terms of Independent Random Vectors of Any Non-Gaussian Vector Defined by a Set of Realizations, Multi-frequency model reduction for uncertainty quantification in computational vibroacoutics
Cites Work
- Unnamed Item
- Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems
- Solving stochastic systems with low-rank tensor compression
- Proper generalized decomposition for nonlinear convex problems in tensor Banach spaces
- Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
- Uncertainty propagation using Wiener-Haar expansions
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
- A proper generalized decomposition for the solution of elliptic problems in abstract form by using a functional Eckart-Young approach
- Reduced chaos decomposition with random coefficients of vector-valued random variables and random fields
- Solving elliptic problems with non-Gaussian spatially-dependent random coefficients
- A probabilistic model for bounded elasticity tensor random fields with application to polycrystalline microstructures
- Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data
- A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension
- A reduced basis approach for variational problems with stochastic parameters: application to heat conduction with variable Robin coefficient
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
- Identification of Bayesian posteriors for coefficients of chaos expansions
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
- A least-squares approximation of partial differential equations with high-dimensional random inputs
- A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations
- Stochastic model reduction for chaos representations
- Polynomial chaos representation of spatio-temporal random fields from experimental measurements
- Eigenvalues of integral operators with smooth positive definite kernels
- Riemannian geometry of Grassmann manifolds with a view on algorithmic computation
- Statistical and computational inverse problems.
- Finite elements for elliptic problems with stochastic coefficients
- Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators
- On the construction and analysis of stochastic models: characterization and propagation of the errors associated with limited data
- Numerical solution of spectral stochastic finite element systems
- Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- On the convergence of generalized polynomial chaos expansions
- Stochastic Model and Generator for Random Fields with Symmetry Properties: Application to the Mesoscopic Modeling of Elastic Random Media
- Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients
- Sparse deterministic approximation of Bayesian inverse problems
- Inverse problems: A Bayesian perspective
- CONVERGENCE OF A GREEDY ALGORITHM FOR HIGH-DIMENSIONAL CONVEX NONLINEAR PROBLEMS
- Non-Gaussian positive-definite matrix-valued random fields with constrained eigenvalues: Application to random elasticity tensors with uncertain material symmetries
- Approximating Infinity-Dimensional Stochastic Darcy's Equations without Uniform Ellipticity
- Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- Tensor Spaces and Numerical Tensor Calculus
- Generalized polynomial chaos and random oscillators
- Approximation Theorems of Mathematical Statistics
- Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach
- Identification of random shapes from images through polynomial chaos expansion of random level set functions
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- Maximum likelihood estimation of stochastic chaos representations from experimental data
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- The Geometry of Algorithms with Orthogonality Constraints
- Spartan Gibbs Random Field Models for Geostatistical Applications
- Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Eigenvalue and singular value estimates for integral operators: a unifying approach
- STOCHASTIC GALERKIN DISCRETIZATION OF THE LOG-NORMAL ISOTROPIC DIFFUSION PROBLEM
- The Homogeneous Chaos
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Solution of stochastic partial differential equations using Galerkin finite element techniques
