Fast numerical methods for stochastic computations: a review
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Publication:5268569
zbMATH Open1364.65019MaRDI QIDQ5268569FDOQ5268569
Publication date: 20 June 2017
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Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
Cited In (only showing first 100 items - show all)
- Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients
- Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
- A flexible polynomial expansion method for response analysis with random parameters
- Uniform regularity in the random space and spectral accuracy of the stochastic Galerkin method for a kinetic-fluid two-phase flow model with random initial inputs in the light particle regime
- A multi-element non-intrusive polynomial chaos method using agglomerative clustering based on the derivatives to study irregular and discontinuous quantities of interest
- An efficient solver for cumulative density function-based solutions of uncertain kinematic wave models
- An arbitrary polynomial chaos expansion approach for response analysis of acoustic systems with epistemic uncertainty
- Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity
- Quantifying multiple uncertainties in modelling shallow water-sediment flows: a stochastic Galerkin framework with Haar wavelet expansion and an operator-splitting approach
- Fast solver for uncertainty EM scattering problems by the perturbed-based MLFMA
- A Bloch decomposition-based stochastic Galerkin method for quantum dynamics with a random external potential
- Error Estimation of Polynomial Chaos Approximations in Transient Structural Dynamics
- Numerical Analysis of the Advection-Diffusion of a Solute in Porous Media with Uncertainty
- The Vlasov--Poisson--Fokker--Planck System with Uncertainty and a One-dimensional Asymptotic Preserving Method
- Convergence Analysis on Stochastic Collocation Methods for the Linear Schrodinger Equation with Random Inputs
- On spectral approximations with nonstandard weight functions and their implementations to generalized chaos expansions
- A study of hyperbolicity of kinetic stochastic Galerkin system for the isentropic Euler equations with uncertainty
- Data-driven low-fidelity models for multi-fidelity Monte Carlo sampling in plasma micro-turbulence analysis
- On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients
- A study of Landau damping with random initial inputs
- Hybrid topology/shape optimization under uncertainty for actively-cooled nature-inspired microvascular composites
- Wave scattering by randomly shaped objects
- Mercer Kernels and Integrated Variance Experimental Design: Connections Between Gaussian Process Regression and Polynomial Approximation
- A Model Reduction Method for Multiscale Elliptic Pdes with Random Coefficients Using an Optimization Approach
- Stochastic polynomial chaos expansion method for random Darcy equation
- Comparison of the performance and reliability between improved sampling strategies for polynomial chaos expansion
- Entropy stable Galerkin methods with suitable quadrature rules for hyperbolic systems with random inputs
- Convergence analysis of multifidelity Monte Carlo estimation
- On deterministic-stochastic time domain study of dipole antenna for GPR applications
- Convergence analysis of macro spreading in 3D heterogeneous porous media
- Fokker-Planck linearization for non-Gaussian stochastic elastoplastic finite elements
- Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators
- Coupled fuzzy-interval model and method for structural response analysis with non-probabilistic hybrid uncertainties
- Multivariate Polynomial Chaos Expansions with Dependent Variables
- Gegenbauer reconstruction method with edge detection for multi-dimensional uncertainty propagation
- A finite element method for Maxwell polynomial chaos Debye model
- Adaptive wavelet methods for elliptic partial differential equations with random operators
- Data-driven compressive sensing and applications in uncertainty quantification
- Volatility uncertainty quantification in a stochastic control problem applied to energy
- Timing observations of diffusions
- Numerical prediction of the influence of uncertain inflow conditions in pipes by polynomial chaos
- The estimation of functional uncertainty using polynomial chaos and adjoint equations
- Intrusive acceleration strategies for uncertainty quantification for hyperbolic systems of conservation laws
- Application of gPCRK Methods to Nonlinear Random Differential Equations with Piecewise Constant Argument
- Optimal truncations for multivariate Fourier and Chebyshev series: mysteries of the hyperbolic cross. I: bivariate case
- On the relationship between the stochastic Galerkin method and the pseudo-spectral collocation method for linear differential algebraic equations
- A stochastic Galerkin method for Maxwell equations with uncertainty
- A Multilevel Monte Carlo Ensemble Scheme for Random Parabolic PDEs
- Condensed SFEs for nonlinear mechanical problems
- Estimation of exciton diffusion lengths of organic semiconductors in random domains
- Enhancing statistical moment calculations for stochastic Galerkin solutions with Monte Carlo techniques
- Stochastic collocation applications in computational electromagnetics
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
- Uncertainty quantification in shallow water-sediment flows: a stochastic Galerkin shallow water hydro-sediment-morphodynamic model
- Propagation of uncertainties in density-driven flow
- Application of the random eigenvalue problem in forced response analysis of a linear stochastic structure
- Transonic velocity fluctuations simulated using extremum diminishing uncertainty quantification based on inverse distance weighting
- Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
- Bayesian Numerical Homogenization
- Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
- Optimal control with stochastic PDE constraints and uncertain controls
- On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity
- Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems
- Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations
- Generalised polynomial chaos for a class of linear conservation laws
- Evaluation of failure probability via surrogate models
- A Goal-Oriented Reduced Basis Methods-Accelerated Generalized Polynomial Chaos Algorithm
- Compressive Sensing with Cross-Validation and Stop-Sampling for Sparse Polynomial Chaos Expansions
- A data-driven stochastic collocation approach for uncertainty quantification in MEMS
- eXtended Stochastic Finite Element Method for the numerical simulation of heterogeneous materials with random material interfaces
- Polynomial meta-models with canonical low-rank approximations: numerical insights and comparison to sparse polynomial chaos expansions
- Long-time uncertainty propagation using generalized polynomial chaos and flow map composition
- A finite mass based method for Vlasov-Poisson simulations
- Asymptotic-preserving methods for hyperbolic and transport equations with random inputs and diffusive scalings
- Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations
- Stochastic Galerkin methods for elliptic interface problems with random input
- Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
- A multiscale method for semi-linear elliptic equations with localized uncertainties and non-linearities
- A versatile technique for the optimal approximation of random processes by functional quantization
- An adaptive dynamically low-dimensional approximation method for multiscale stochastic diffusion equations
- A flexible numerical approach for quantification of epistemic uncertainty
- Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations
- Discontinuity detection in multivariate space for stochastic simulations
- Schwarz preconditioners for stochastic elliptic PDEs
- Asynchronous space-time domain decomposition method with localized uncertainty quantification
- Title not available (Why is that?)
- Uncertainty quantification and stochastic polynomial chaos expansion for recovering random data in Darcy and diffusion equations
- Theory and methods for random differential equations: a survey
- Solution verification, goal-oriented adaptive methods for stochastic advection-diffusion problems
- A generalized uncertainty propagation criterion from benchmark studies of microstructured material systems
- Evolution of probability distribution in time for solutions of hyperbolic equations
- Variational theory and computations in stochastic plasticity
- Adaptive sparse polynomial chaos expansion based on least angle regression
- Extracting stress intensity factors for isotropic cracked domains having stochastic material properties
- Fictitious domain method and separated representations for the solution of boundary value problems on uncertain parameterized domains
- A multiscale method with patch for the solution of stochastic partial differential equations with localized uncertainties
- Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties
- Adaptive sparse grid algorithms with applications to electromagnetic scattering under uncertainty
- The discrete stochastic Galerkin method for hyperbolic equations with non-smooth and random coefficients
- Probability density evolution analysis of engineering structures via cubature points
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