Multi‐Resolution‐Analysis Scheme for Uncertainty Quantification in Chemical Systems

DOI10.1137/050643118MaRDI QIDQ5453567zbMATH OpenOpenAlexFDO

Authors Habib N. Najm, Philippe Pébay, R. G. Ghanem, Omar M. Knio, O. Le Maître

Publication date 3 April 2008

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/050643118

zbMATH Keywords

uncertainty quantificationpolynomial chaosparametric uncertaintymulti-resolutionmulti-waveletschemical systemsGalerkin formulationsWiener-Hermite expansionsnonlinear stochastic operator equation

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Random operators and equations (aspects of stochastic analysis) (60H25) Chemical kinetics in thermodynamics and heat transfer (80A30)

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(28)

• Uncertainty quantification in a chemical system using error estimate-based mesh adaption
• A Newton method for the resolution of steady stochastic Navier-Stokes equations
• Convergence of a stochastic collocation finite volume method for the compressible Navier-Stokes system
• Optimal Bayesian experimental design for priors of compact support with application to shock-tube experiments for combustion kinetics
• Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation
• Efficient adaptive stochastic Galerkin methods for parametric operator equations
• An adaptive wavelet optimized finite difference B-spline polynomial chaos method for random partial differential equations
• Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients
• A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics
• Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems
• Multi-scenario modelling of uncertainty in stochastic chemical systems
• Nonparametric probabilistic approach of uncertainties for elliptic boundary value problem
• Uncertainty quantification in chemical systems
• Weak truncation error estimates for elliptic PDEs with lognormal coefficients
• Preconditioned Bayesian regression for stochastic chemical kinetics
• Goal-oriented uncertainty propagation using stochastic adjoints
• Polynomial chaos expansion vs. Monte Carlo simulation in a stochastic analysis of wave propagation
• Probabilistic inference of reaction rate parameters from summary statistics
• Quantifying initial and wind forcing uncertainties in the gulf of Mexico
• Multi-element stochastic reduced basis methods
• A stochastic Galerkin method for the Euler equations with roe variable transformation
• Enforcing positivity in intrusive PC-UQ methods for reactive ODE systems
• Multiscale stochastic preconditioners in non-intrusive spectral projection
• Multi-resolution analysis of Wiener-type uncertainty propagation schemes
• Generalized spectral decomposition for stochastic nonlinear problems
• Simplified CSP analysis of a stiff stochastic ODE system
• Non-intrusive low-rank separated approximation of high-dimensional stochastic models
• Characterizing impacts of model uncertainties in quantitative photoacoustics

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