Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations
boundary conditionshyperbolic systeminitial boundary value problemsrobust designstabilitystochastic datasummation by partsuncertainty quantificationvariance reductionwell posed
Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Stability in context of PDEs (35B35) Initial-boundary value problems for first-order hyperbolic systems (35L50) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)
- Robust boundary conditions for stochastic incompletely parabolic systems of equations
- Uncertainty qualification for hyperbolic systems of conservation laws
- Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients
- A hyperbolicity-preserving stochastic Galerkin approximation for uncertain hyperbolic systems of equations
- Uncertainty quantification for systems of conservation laws
- A hybrid collocation/Galerkin scheme for convective heat transfer problems with stochastic boundary conditions
- A solution to the stability issues with block norm summation by parts operators
- A stable and conservative interface treatment of arbitrary spatial accuracy
- A stable high-order finite difference scheme for the compressible Navier-Stokes equations, far-field boundary conditions
- A stable high-order finite difference scheme for the compressible Navier-Stokes equations: No-slip wall boundary conditions
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A stochastic Galerkin method for the Euler equations with roe variable transformation
- A stochastic projection method for fluid flow. I: Basic formulation
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- An intrusive hybrid method for discontinuous two-phase flow under uncertainty
- Assessment of collocation and Galerkin approaches to linear diffusion equations with random data
- Boundary conditions for time dependent problems with an artificial boundary
- Boundary procedures for summation-by-parts operators
- Coefficients for the study of Runge-Kutta integration processes
- Conservative finite difference formulations, variable coefficients, energy estimates and artificial dissipation
- Efficient stochastic Galerkin methods for random diffusion equations
- Error Bounded Schemes for Time-dependent Hyperbolic Problems
- Fast numerical methods for stochastic computations: a review
- Fluid structure interaction problems: the necessity of a well posed, stable and accurate formulation
- Galerkin method for wave equations with uncertain coefficients
- High order finite difference approximations of electromagnetic wave propagation close to material discontinuities
- High-Order Collocation Methods for Differential Equations with Random Inputs
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 3553701 (Why is no real title available?)
- scientific article; zbMATH DE number 872523 (Why is no real title available?)
- scientific article; zbMATH DE number 3321507 (Why is no real title available?)
- Implementation of optimal Galerkin and collocation approximations of PDEs with random coefficients
- Initial boundary value problems for hyperbolic systems
- Long-term behavior of polynomial chaos in stochastic flow simulations
- Numerical analysis of the Burgers' equation in the presence of uncertainty
- Numerical methods for stochastic computations. A spectral method approach.
- On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity
- On the order of accuracy for difference approximations of initial-boundary value problems
- Optimal time splitting for two- and three-dimensional Navier-Stokes equations with mixed derivatives
- Sparse grid collocation schemes for stochastic natural convection problems
- Stable Robin solid wall boundary conditions for the Navier-Stokes equations
- Steady State Computations for Wave Propagation Problems
- Summation by parts for finite difference approximations for \(d/dx\)
- Summation by parts operators for finite difference approximations of second derivatives
- The influence of open boundary conditions on the convergence to steady state for the Navier-Stokes equations
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Time-stable boundary conditions for finite-difference schemes solving hyperbolic systems: Methodology and application to high-order compact schemes
- Verification of variable-density flow solvers using manufactured solutions
- Weak and strong wall boundary procedures and convergence to steady-state of the Navier-Stokes equations
- Well-Posed Boundary Conditions for the Navier--Stokes Equations
- On pseudo-spectral time discretizations in summation-by-parts form
- The effect of uncertain geometries on advection-diffusion of scalar quantities
- Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics
- A roadmap to well posed and stable problems in computational physics
- Simultaneous-approximation-term based boundary discretization for moment equations of rarefied gas dynamics
- Robust boundary conditions for stochastic incompletely parabolic systems of equations
- Uncertainty quantification and cumulative distribution function: how are they related?
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