Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
From MaRDI portal
(Redirected from Publication:817339)
numerical exampleserror estimatesfinite elementsMonte Carlo methodadaptive methodserror controlperturbation estimatesstochastic elliptic equationKarhunen-Loève expansion
Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Boundary value problems for second-order elliptic equations (35J25) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Recommendations
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
- Finite elements for elliptic problems with stochastic coefficients
- Sparse finite elements for elliptic problems with stochastic loading
- A finite element method for elliptic problems with stochastic input data
Cites work
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- scientific article; zbMATH DE number 1183717 (Why is no real title available?)
- scientific article; zbMATH DE number 1186466 (Why is no real title available?)
- scientific article; zbMATH DE number 3696612 (Why is no real title available?)
- scientific article; zbMATH DE number 44726 (Why is no real title available?)
- scientific article; zbMATH DE number 44897 (Why is no real title available?)
- scientific article; zbMATH DE number 48344 (Why is no real title available?)
- scientific article; zbMATH DE number 50534 (Why is no real title available?)
- scientific article; zbMATH DE number 50713 (Why is no real title available?)
- scientific article; zbMATH DE number 3560401 (Why is no real title available?)
- scientific article; zbMATH DE number 3560492 (Why is no real title available?)
- scientific article; zbMATH DE number 3599198 (Why is no real title available?)
- scientific article; zbMATH DE number 1196700 (Why is no real title available?)
- scientific article; zbMATH DE number 1215244 (Why is no real title available?)
- scientific article; zbMATH DE number 1246413 (Why is no real title available?)
- scientific article; zbMATH DE number 1262778 (Why is no real title available?)
- scientific article; zbMATH DE number 613872 (Why is no real title available?)
- scientific article; zbMATH DE number 627771 (Why is no real title available?)
- scientific article; zbMATH DE number 1016809 (Why is no real title available?)
- scientific article; zbMATH DE number 1181255 (Why is no real title available?)
- scientific article; zbMATH DE number 3434895 (Why is no real title available?)
- scientific article; zbMATH DE number 854710 (Why is no real title available?)
- scientific article; zbMATH DE number 872100 (Why is no real title available?)
- scientific article; zbMATH DE number 936525 (Why is no real title available?)
- scientific article; zbMATH DE number 6127535 (Why is no real title available?)
- scientific article; zbMATH DE number 3433226 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A direct determination of ARMA algorithms for the simulation of stationary random processes
- A posteriori error estimation in finite element analysis
- Adaptive weak approximation of stochastic differential equations
- Boolean-like and frequentistic nonstandard semantics for first-order predicate calculus without functions
- Convergence rates for finite elementapproximations of stochastic partial differential equations
- Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
- Damage analysis of fiber composites. I: Statistical analysis of fiber scale
- Effects of uncertainties in the domain on the solution of Neumann boundary value problems in two spatial dimensions
- Effects of uncertainties in the domain on the solution of Dirichlet boundary value problems
- Fuzzy sets
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- General Boundary Value Problems for Differential Equations of Sobolev Type
- Higher-order implicit strong numerical schemes for stochastic differential equations
- On kernels, eigenvalues, and eigenfunctions of operators related to elliptic problems
- On randomised solutions of Laplace's equation
- On solving elliptic stochastic partial differential equations
- Option pricing, interest rates and risk management
- Propagation of probabilistic uncertainty in complex physical systems using a stochastic finite element approach
- SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA
- Solution of stochastic partial differential equations using Galerkin finite element techniques
- Solving wick-stochastic boundary value problems using a finite element method
- Space vehicle dynamics and control
- Sparse Quadrature as an Alternative to Monte Carlo for Stochastic Finite Element Techniques
- Stochastic differential equations. An introduction with applications.
- Stochastic properties of quadrature formulas
- The bird's eye view on finite element method for structures with large stochastic variations
- The generalized finite element method
- The h, p and h-p versions of the finite element method in 1 dimension. I. The error analysis of the p-version
- Uncertainty and sensitivity analysis in the presence of stochastic and subjective uncertainty
- Upper and Lower Probabilities Induced by a Multivalued Mapping
- Validation in simulation: various positions in the philosophy of science.
- Verification and validation in computational engineering and science: basic concepts
- \(hp\)-discontinuous Galerkin time stepping for parabolic problems
Cited in
(only showing first 100 items - show all)- Stochastic finite element methods for partial differential equations with random input data
- Stochastic collocation methods for nonlinear parabolic equations with random coefficients
- Polynomial estimates for transmission problems on domains with flat boundary
- A stabilized finite element method for stochastic incompressible Navier--Stokes equations
- Probabilistic models for stochastic elliptic partial differential equations
- Bayesian methods for characterizing unknown parameters of material models
- Inversion of Robin coefficient by a spectral stochastic finite element approach
- A pseudospectral approach for Kirchhoff plate bending problems with uncertainties
- Piecewise polynomial approximation of probability density functions with application to uncertainty quantification for stochastic PDEs
- Rigid multibody system dynamics with uncertain rigid bodies
- Stochastic regularity of a quadratic observable of high-frequency waves
- Specification of Additional Information for Solving Stochastic Inverse Problems
- Hierarchical Schur complement preconditioner for the stochastic Galerkin finite element methods.
- Adjoint error estimation for stochastic collocation methods
- A reduced basis approach for variational problems with stochastic parameters: application to heat conduction with variable Robin coefficient
- A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
- Generalized spectral decomposition for stochastic nonlinear problems
- A stochastic multiscale framework for modeling flow through random heterogeneous porous media
- Adaptive reduced basis strategy based on goal oriented error assessment for stochastic problems
- A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations
- Stochastic model reduction for chaos representations
- CBS constants \& their role in error estimation for stochastic Galerkin finite element methods
- Model reduction method using variable-separation for stochastic saddle point problems
- Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations
- Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies
- \textit{A priori} error estimation for the stochastic perturbation method
- Sparse representations in stochastic mechanics
- Uncertainty quantification via \(\lambda\)-Neumann methodology of the stochastic bending problem of the Levinson-Bickford beam
- Sparse grid collocation schemes for stochastic natural convection problems
- Likely equilibria of stochastic hyperelastic spherical shells and tubes
- The stochastic Galerkin scaled boundary finite element method on random domain
- Stochastic finite elements of discretely parameterized random systems on domains with boundary uncertainty
- SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA
- A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations
- Stochastic elliptic operators defined by non-Gaussian random fields with uncertain spectrum
- Stochastic domain decomposition based on variable-separation method
- An adaptive sparse grid method for elliptic PDEs with stochastic coefficients
- Reduced basis methods for nonlocal diffusion problems with random input data
- Stochastic spectral formulations for elliptic problems
- A Variable-Separation Method for Nonlinear Partial Differential Equations With Random Inputs
- Risk-averse optimal control of semilinear elliptic PDEs
- Probabilistic optimization of engineering system with prescribed target design in a reduced parameter space
- On spectral fuzzy-stochastic FEM for problems involving polymorphic geometrical uncertainties
- A domain decomposition algorithm for optimal control problems governed by elliptic PDEs with random inputs
- A local hybrid surrogate-based finite element tearing interconnecting dual-primal method for nonsmooth random partial differential equations
- An integrated sensitivity-uncertainty quantification framework for stochastic phase-field modeling of material damage
- Fuzzy-stochastic FEM-based homogenization framework for materials with polymorphic uncertainties in the microstructure
- An efficient Monte Carlo interior penalty discontinuous Galerkin method for elastic wave scattering in random media
- Finite dimensional models for random functions
- Two reduction methods for stochastic FEM based homogenization using global basis functions
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Lattice Boltzmann method for stochastic convection-diffusion equations
- Finite element method to solve the spectral problem for arbitrary self-adjoint extensions of the Laplace-Beltrami operator on manifolds with a boundary
- Computational aspects of the stochastic finite element method
- Propagation of two independent sources of uncertainty in the electrocardiography imaging inverse solution
- A sparse stochastic collocation technique for high-frequency wave propagation with uncertainty
- Analysis and computation of the elastic wave equation with random coefficients
- A polynomial chaos approach to stochastic variational inequalities
- Fuzzy-stochastic partial differential equations
- Reduced basis techniques for stochastic problems
- Hybrid uncertainty analysis of functionally graded plates via multiple-imprecise-random-field modelling of uncertain material properties
- A method for identifying a spacewise-dependent heat source under stochastic noise interference
- Acceleration of the spectral stochastic FEM using POD and element based discrete empirical approximation for a micromechanical model of heterogeneous materials with random geometry
- Guaranteed error bounds in homogenisation: an optimum stochastic approach to preserve the numerical separation of scales
- Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs
- Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems
- Fuzzy dynamics of multibody systems with polymorphic uncertainty in the material microstructure
- Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms
- Likely cavitation in stochastic elasticity
- An adaptive wavelet stochastic collocation method for irregular solutions of partial differential equations with random input data
- An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations
- Risk-averse PDE-constrained optimization using the conditional value-at-risk
- Stochastic projection schemes for deterministic linear elliptic partial differential equations on random domains
- The stochastic finite element method: past, present and future
- Adaptive stochastic Galerkin FEM with hierarchical tensor representations
- Efficient bounds for the Monte Carlo-Neumann solution of stochastic systems
- Solving stochastic systems with low-rank tensor compression
- A novel variable-separation method based on sparse and low rank representation for stochastic partial differential equations
- Residual-based a posteriori error estimation for stochastic magnetostatic problems
- Non-intrusive tensor reconstruction for high-dimensional random PDEs
- A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
- Numerical convergence and error analysis for the truncated iterative generalized stochastic perturbation-based Finite element method
- Nonparametric probabilistic approach of uncertainties for elliptic boundary value problem
- Efficient distribution estimation and uncertainty quantification for elliptic problems on domains with stochastic boundaries
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- A reduced spectral function approach for the stochastic finite element analysis
- Random field representations for stochastic elliptic boundary value problems and statistical inverse problems
- Numerical approximation of poroelasticity with random coefficients using polynomial chaos and hybrid high-order methods
- Fourier mode analysis of multigrid methods for partial differential equations with random coefficients
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- Multiresolution analysis for stochastic finite element problems with wavelet-based Karhunen-Loève expansion
- Multiscale approach for stochastic elliptic equations in heterogeneous media
- Analysis of the zero relaxation limit of hyperbolic balance laws with random initial data
- Generalized stochastic perturbation technique in engineering computations
- Schwarz preconditioners for stochastic elliptic PDEs
- Convergence acceleration of polynomial chaos solutions via sequence transformation
- Asynchronous space-time domain decomposition method with localized uncertainty quantification
- Estimates of the indeterminacy set for elliptic boundary value problems with uncertain data
- A Novel Reduced Spectral Function Approach for Finite Element Analysis of Stochastic Dynamical Systems
- Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation
This page was built for publication: Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q817339)
