A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids
DOI10.1016/J.JCP.2011.05.038zbMATH Open1252.65015OpenAlexW2017966787MaRDI QIDQ655055FDOQ655055
Authors: Xiaoan Ren, Wenquan Wu, Leonidas S. Xanthis 
Publication date: 28 December 2011
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2011.05.038
Recommendations
- An adaptive stochastic investigation of partial differential equations using wavelet collocation generalized polynomial chaos method
- An adaptive wavelet optimized finite difference B-spline polynomial chaos method for random partial differential equations
- Adaptive wavelet methods for the stochastic Poisson equation
- Adaptive multi-element polynomial chaos with discrete measure: algorithms and application to SPDEs
- An adaptive wavelet stochastic collocation method for irregular solutions of partial differential equations with random input data
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- Stochastic polynomial chaos based algorithm for solving PDEs with random coefficients
- Grid and basis adaptive polynomial chaos techniques for sensitivity and uncertainty analysis
- Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling
- Wavelet-based adaptive grids as applied to hydrodynamics
numerical examplesuncertainty quantificationspectral methodspolynomial chaos expansionsteep gradients in stochastic problemsstochastic convection-diffusionstochastic space-refinementstochastic wavelet multiscale solver
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical methods for wavelets (65T60) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
Cites Work
- Orthonormal bases of compactly supported wavelets
- Title not available (Why is that?)
- Title not available (Why is that?)
- Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics
- Fully nonlinear stochastic partial differential equations
- Title not available (Why is that?)
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Title not available (Why is that?)
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- Spectral Methods for Uncertainty Quantification
- Title not available (Why is that?)
- Adaptive wavelet methods for elliptic operator equations: Convergence rates
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- A wavelet collocation method for the numerical solution of partial differential equations
- A stochastic projection method for fluid flow. I: Basic formulation
- Multiresolution representations using the autocorrelation functions of compactly supported wavelets
- Sparse grid collocation schemes for stochastic natural convection problems
- Wavelets in numerical simulation. Problem adapted construction and applications
- Uncertainty propagation using Wiener-Haar expansions
- Fast numerical methods for stochastic computations: a review
- Efficient collocational approach for parametric uncertainty analysis
- An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
- Probabilistic characterization of transport in heterogeneous media
- A dynamically adaptive multilevel wavelet collocation method for solving partial differential equations in a finite domain
- Title not available (Why is that?)
- Adaptive Generalized Polynomial Chaos for Nonlinear Random Oscillators
- Multi-resolution analysis of Wiener-type uncertainty propagation schemes
- Multi-element probabilistic collocation method in high dimensions
- Wavelet methods for PDEs -- some recent developments
- Title not available (Why is that?)
- `Les fleurs du mal'. II: A dynamically adaptive wavelet method of arbitrary lines for nonlinear evolutionary problems-capturing steep moving fronts
- `Les fleurs du mal' - an adaptive wavelet method of arbitrary lines I: Convection-diffusion problems
- Title not available (Why is that?)
- Introduction
Cited In (13)
- Cost reduction of stochastic Galerkin method by adaptive identification of significant polynomial chaos bases for elliptic equations
- Multivariate polynomial chaos expansions with dependent variables
- Extreme value oriented random field discretization based on an hybrid polynomial chaos expansion -- Kriging approach
- An adaptive wavelet optimized finite difference B-spline polynomial chaos method for random partial differential equations
- An adaptive stochastic investigation of partial differential equations using wavelet collocation generalized polynomial chaos method
- Multiresolution analysis for stochastic finite element problems with wavelet-based Karhunen-Loève expansion
- Mesh refinement for uncertainty quantification through model reduction
- Multiscale stochastic preconditioners in non-intrusive spectral projection
- Polynomial chaos level points method for one-dimensional uncertain steep problems
- On closure schemes for polynomial chaos expansions of stochastic differential equations
- Multi-resolution analysis of Wiener-type uncertainty propagation schemes
- Description of random level sets by polynomial chaos expansions
- Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs
This page was built for publication: A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q655055)
