Solution of stochastic partial differential equations using Galerkin finite element techniques

From MaRDI portal
Publication:5949108

DOI10.1016/S0045-7825(01)00237-7zbMath1075.65006MaRDI QIDQ5949108

Manas K. Deb, Ivo M. Babuška, J. Tinsley Oden

Publication date: 2001

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)




Related Items

A priori error estimates of a meshless method for optimal control problems of stochastic elliptic PDEs, Adaptive stochastic Galerkin FEM with hierarchical tensor representations, Error bounds for the reliability index in finite element reliability analysis, Model order reduction based on proper generalized decomposition for the propagation of uncertainties in structural dynamics, A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations, Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations Part B: Accelerated Monte Carlo Sampling with Local PC Expansions, 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, Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms, Computational aspects of the stochastic finite element method, Regularity analysis and numerical resolution of the Pharmacokinetics (PK) equation for cisplatin with random coefficients and initial conditions, STOCHASTIC GALERKIN DISCRETIZATION OF THE LOG-NORMAL ISOTROPIC DIFFUSION PROBLEM, An optimization based domain decomposition method for PDEs with random inputs, Second Moment Analysis for Robin Boundary Value Problems on Random Domains, Stochastic finite elements of discretely parameterized random systems on domains with boundary uncertainty, An analytical approach to modeling the stochastic behavior of visco‐elastic materials, Implicit meshless method to solve <scp>2D</scp> fractional stochastic Tricomi‐type equation defined on irregular domain occurring in fractal transonic flow, Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data, Learning high-dimensional parametric maps via reduced basis adaptive residual networks, An Efficient Reduced Basis Solver for Stochastic Galerkin Matrix Equations, Unnamed Item, Wavelets Galerkin method for solving stochastic heat equation, A unified framework for mesh refinement in random and physical space, A near-optimal sampling strategy for sparse recovery of polynomial chaos expansions, Solution of time‐fractional stochastic nonlinear sine‐Gordon equation via finite difference and meshfree techniques, Multilevel weighted least squares polynomial approximation, Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate, A Priori Error Estimate of Stochastic Galerkin Method for Optimal Control Problem Governed by Random Parabolic PDE with Constrained Control, Adaptive wavelet methods for elliptic partial differential equations with random operators, A fictitious domain approach to the numerical solution of PDEs in stochastic domains, Unnamed Item, Verification of stochastic models in uncertain environments using the constitutive relation error method, An equation-free approach to analyzing heterogeneous cell population dynamics, Stochastic Least-Squares Petrov--Galerkin Method for Parameterized Linear Systems, Reduced Basis Methods for Uncertainty Quantification, Approximation of stochastic partial differential equations by a kernel-based collocation method, An Efficient Monte Carlo-Transformed Field Expansion Method for Electromagnetic Wave Scattering by Random Rough Surfaces, Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures, An adaptive multi-element generalized polynomial chaos method for stochastic differential equations, Using stochastic analysis to capture unstable equilibrium in natural convection, An Optimal Solver for Linear Systems Arising from Stochastic FEM Approximation of Diffusion Equations with Random Coefficients, Sparse Grid Collocation Method for an Optimal Control Problem Involving a Stochastic Partial Differential Equation with Random Inputs, $H( {div})$ preconditioning for a mixed finite element formulation of the diffusion problem with random data, SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA, ON SOLVING STOCHASTIC INITIAL-VALUE DIFFERENTIAL EQUATIONS, Efficient iterative algorithms for the stochastic finite element method with application to acoustic scattering, Beyond Wiener-Askey expansions: handling arbitrary PDFs, Stochastic finite element methods for partial differential equations with random input data, Predicting shock dynamics in the presence of uncertainties, eXtended Stochastic Finite Element Method for the numerical simulation of heterogeneous materials with random material interfaces, Interpolation of Inverse Operators for Preconditioning Parameter-Dependent Equations, A polynomial chaos approach to stochastic variational inequalities, Random field representations for stochastic elliptic boundary value problems and statistical inverse problems, Efficient Adaptive Multilevel Stochastic Galerkin Approximation Using Implicit A Posteriori Error Estimation, Efficient Spectral Stochastic Finite Element Methods for Helmholtz Equations with Random Inputs, Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients, Gaussian Process Modeling of Finite Element Models with Functional Inputs, On output functionals of boundary value problems on stochastic domains, An adaptive stochastic Galerkin method for random elliptic operators, Unnamed Item, Iterative Polynomial Approximation Adapting to Arbitrary Probability Distribution, Discontinuous Galerkin methods for elliptic partial differential equations with random coefficients, Residual-based a posteriori error estimation for stochastic magnetostatic problems, $\mathcal{H}$-Matrix Based Second Moment Analysis for Rough Random Fields and Finite Element Discretizations, Analysis of geometric uncertainties in CFD problems solved by RBF-FD meshless method, An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations, A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model, A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control, Efficient uncertainty propagation for photonics: combining implicit semi-analog Monte Carlo (ISMC) and Monte Carlo generalised polynomial chaos (MC-gPC), A novel stochastic-spectral finite element method for analysis of elastodynamic problems in the time domain, CBS constants \& their role in error estimation for stochastic Galerkin finite element methods, Stochastic isogeometric analysis on arbitrary multipatch domains by spline dimensional decomposition, Block triangular preconditioning for stochastic Galerkin method, Effect of randomness on multi-frequency aeroelastic responses resolved by unsteady adaptive stochastic finite elements, Multi-element probabilistic collocation method in high dimensions, High-order methods as an alternative to using sparse tensor products for stochastic Galerkin FEM, Building blocks for computer vision with stochastic partial differential equations, Mesoscopic simulation of Ostwald ripening, A stochastic Galerkin method for the Euler equations with roe variable transformation, Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs, Extended stochastic FEM for diffusion problems with uncertain material interfaces, Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems, Reduced basis techniques for stochastic problems, Solving stochastic heat transfer problems, Uncertainty propagation using Wiener-Haar expansions, Multi-resolution analysis of Wiener-type uncertainty propagation schemes, Acceleration of the spectral stochastic FEM using POD and element based discrete empirical approximation for a micromechanical model of heterogeneous materials with random geometry, On periodic boundary conditions and ergodicity in computational homogenization of heterogeneous materials with random microstructure, Stochastic isogeometric analysis in linear elasticity, Fast \(r\)-adaptivity for multiple queries of heterogeneous stochastic material fields, Uncertainty quantification in a chemical system using error estimate-based mesh adaption, On the propagation of statistical model parameter uncertainty in CFD calculations, Transonic velocity fluctuations simulated using extremum diminishing uncertainty quantification based on inverse distance weighting, Evolution of probability distribution in time for solutions of hyperbolic equations, Sparse polynomial approximation in positive order Sobolev spaces with bounded mixed derivatives and applications to elliptic problems with random loading, On stochastic FEM based computational homogenization of magneto-active heterogeneous materials with random microstructure, \(\mathcal H\)-matrix accelerated second moment analysis for potentials with rough correlation, A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems, Data-free inference of the joint distribution of uncertain model parameters, An adaptive stochastic finite elements approach based on Newton-Cotes quadrature in simplex elements, Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs, Multiresolution analysis for stochastic finite element problems with wavelet-based Karhunen-Loève expansion, A multigrid solver for two-dimensional stochastic diffusion equations., Stochastic elastic-plastic finite elements, A multiscale preconditioner for stochastic mortar mixed finite elements, Roe solver with entropy corrector for uncertain hyperbolic systems, A gPC-intrusive Monte-Carlo scheme for the resolution of the uncertain linear Boltzmann equation, Solving elliptic problems with non-Gaussian spatially-dependent random coefficients, Schwarz preconditioners for stochastic elliptic PDEs, Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing, T-IFISS: a toolbox for adaptive FEM computation, An alternative unsteady adaptive stochastic finite element formulation based on interpolation at constant phase, Stochastic shape functions and stochastic strain-displacement matrix for a stochastic finite element stiffness matrix, Stochastic multiscale flux basis for Stokes-Darcy flows, The stochastic finite element method: past, present and future, Solution verification, goal-oriented adaptive methods for stochastic advection-diffusion problems, A reduced basis approach for variational problems with stochastic parameters: application to heat conduction with variable Robin coefficient, On the convergence of Krylov methods with low-rank truncations, Adaptive algorithm for stochastic Galerkin method., Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients, Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem, An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk, On spectral fuzzy-stochastic FEM for problems involving polymorphic geometrical uncertainties, The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications, Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations, Spectral convergence of the generalized polynomial chaos reduced model obtained from the uncertain linear Boltzmann equation, A relaxation approach to modeling the stochastic behavior of elastic materials, Stability of algorithms for a two domain natural convection problem and observed model uncertainty, Adaptive reduced basis strategy based on goal oriented error assessment for stochastic problems, A virtual element method for stochastic Stokes equations, Hierarchical preconditioning for the stochastic Galerkin method: upper bounds to the strengthened CBS constants, Numerical comparison of three stochastic methods for nonlinear PN junction problems, A finite element method for elliptic problems with stochastic input data, A non-adapted sparse approximation of PDEs with stochastic inputs, Concentration effects in mesoscopic simulation of coarsening, An intrusive hybrid method for discontinuous two-phase flow under uncertainty, Finite elements for elliptic problems with stochastic coefficients, Fuzzy dynamics of multibody systems with polymorphic uncertainty in the material microstructure, Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems, A stochastic coupling method for atomic-to-continuum MonteCarlo simulations, Stochastic collocation and mixed finite elements for flow in porous media, Long-term behavior of polynomial chaos in stochastic flow simulations, A domain decomposition algorithm for optimal control problems governed by elliptic PDEs with random inputs, A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs, Generalized spectral decomposition for stochastic nonlinear problems, A domain adaptive stochastic collocation approach for analysis of MEMS under uncertainties, Transient response analysis of randomly parametrized finite element systems based on approximate balanced reduction, Sparse high order FEM for elliptic sPDEs, An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations, Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations, Fokker-Planck linearization for non-Gaussian stochastic elastoplastic finite elements, An efficient Monte Carlo interior penalty discontinuous Galerkin method for elastic wave scattering in random media, Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions, Two reduction methods for stochastic FEM based homogenization using global basis functions, Regularity analysis of metamaterial Maxwell's equations with random coefficients and initial conditions, Data-driven compressive sensing and applications in uncertainty quantification, A least-squares approximation of partial differential equations with high-dimensional random inputs, Efficient stochastic Galerkin methods for Maxwell's equations with random inputs, A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations, Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation, Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos, Mid-frequency structural dynamics with parameter uncertainty., 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



Cites Work