Solving elliptic problems with non-Gaussian spatially-dependent random coefficients
From MaRDI portal
Publication:649448
DOI10.1016/j.cma.2008.12.039zbMath1227.65014OpenAlexW2127015849MaRDI QIDQ649448
Xiaoliang Wan, George Em. Karniadakis
Publication date: 30 November 2011
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cma.2008.12.039
Monte Carlo methoduncertainty quantificationKarhunen-Loève expansionelliptic partial differential equationpolynomial chaos method
Related Items
Block triangular preconditioning for stochastic Galerkin method ⋮ A probabilistic graphical model based stochastic input model construction ⋮ A stochastic collocation based Kalman filter for data assimilation ⋮ A fuzzy-stochastic multiscale model for fiber composites, a one-dimensional study ⋮ On the dual iterative stochastic perturbation-based finite element method in solid mechanics with Gaussian uncertainties ⋮ Stochastic analysis of structures under limited observations using kernel density estimation and arbitrary polynomial chaos expansion ⋮ Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation ⋮ A method for solving stochastic equations by reduced order models and local approximations ⋮ 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 ⋮ Stochastic collocation with kernel density estimation ⋮ Numerical approach for quantification of epistemic uncertainty ⋮ Stochastic finite element methods for partial differential equations with random input data ⋮ Regularity analysis of metamaterial Maxwell's equations with random coefficients and initial conditions ⋮ Random field representations for stochastic elliptic boundary value problems and statistical inverse problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Uncertainty propagation using Wiener-Haar expansions
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- A sharp error estimate for the fast Gauss transform
- The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
- A Fourier-wavelet Monte Carlo method for fractal random fields
- Finite elements for elliptic problems with stochastic coefficients
- Simple cubature formulas with high polynomial exactness
- High dimensional polynomial interpolation on sparse grids
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- Recent Developments in Nonparametric Density Estimation
- Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- On Generating Orthogonal Polynomials
- Random Field Representation and Synthesis Using Wavelet Bases
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- The Numerical Solution of Fredholm integral Equations of the Second Kind
- On Estimation of a Probability Density Function and Mode
- The Fast Gauss Transform
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Stochastic differential equations. An introduction with applications.
- Optimal systems of nodes for Lagrange interpolation on bounded intervals. A survey
- Solution of stochastic partial differential equations using Galerkin finite element techniques
