A fully symmetric nonlinear biorthogonal decomposition theory for random fields

DOI10.1016/J.PHYSD.2010.10.005MaRDI QIDQ629030zbMATH OpenOpenAlexFDO

Authors D. Venturi

Publication date 8 March 2011

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physd.2010.10.005

zbMATH Keywords

random fieldsnonlinear biorthogonal decompositionreduced-order stochastic modelling

Mathematics Subject Classification ID

Random fields (60G60) Other physical applications of random processes (60K40)

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Cited in

(14)

• Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs
• Generalized Langevin equations for systems with local interactions
• A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields
• The numerical approximation of nonlinear functionals and functional differential equations
• A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion
• Exact PDF equations and closure approximations for advective-reactive transport
• Multi-fidelity Gaussian process regression for prediction of random fields
• Conjugate flow action functionals
• A computable evolution equation for the joint response-excitation probability density function of stochastic dynamical systems
• Kernel principal component analysis for stochastic input model generation
• Algorithms for propagating uncertainty across heterogeneous domains
• Stochastic domain decomposition via moment minimization
• New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs
• Parallel tensor methods for high-dimensional linear PDEs

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Uses Software

• DPIV

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