Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
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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)
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- A direct determination of ARMA algorithms for the simulation of stationary random processes
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- Propagation of two independent sources of uncertainty in the electrocardiography imaging inverse solution
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- Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems
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- Risk-averse PDE-constrained optimization using the conditional value-at-risk
- Stochastic projection schemes for deterministic linear elliptic partial differential equations on random domains
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- 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
- A meshfree peridynamic model for brittle fracture in randomly heterogeneous materials
- Lack of knowledge in structural model validation
- Stochastic modeling and regularity of the nonlinear elliptic curl-curl equation
- A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension
- Stochastic Finite Element Method for Torso Conductivity Uncertainties Quantification in Electrocardiography Inverse Problem
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- On solving elliptic stochastic partial differential equations
- Application of Galerkin method to Kirchhoff plates stochastic bending problem
- Numerical optimal control for problems with random forced SPDE constraints
- Convergence analysis of macro spreading in 3D heterogeneous porous media
- Tensor-Based Numerical Method for Stochastic Homogenization
- An asymptotically compatible probabilistic collocation method for randomly heterogeneous nonlocal problems
- Ambrosio-Tortorelli segmentation of stochastic images: model extensions, theoretical investigations and numerical methods
- Error analysis of finite element approximations of the optimal control problem for stochastic Stokes equations with additive white noise
- Sampling-free linear Bayesian update of polynomial chaos representations
- Approximation of probability density functions for PDEs with random parameters using truncated series expansions
- Modeling diffusion in random heterogeneous media: data-driven models, stochastic collocation and the variational multiscale method
- Fictitious domain method and separated representations for the solution of boundary value problems on uncertain parameterized domains
- Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data
- A stochastic coupling method for atomic-to-continuum MonteCarlo simulations
- Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate
- A multiscale method with patch for the solution of stochastic partial differential equations with localized uncertainties
- \(\mathrm{FE}^2\) multiscale in linear elasticity based on parametrized microscale models using proper generalized decomposition
- Efficient numerical methods for elliptic optimal control problems with random coefficient
- Finite elements for elliptic problems with stochastic coefficients
- Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
- Sparse grid collocation method for an optimal control problem involving a stochastic partial differential equation with random inputs
- Accelerating the Bayesian inference of inverse problems by using data-driven compressive sensing method based on proper orthogonal decomposition
- Transient response analysis of randomly parametrized finite element systems based on approximate balanced reduction
- A stochastic collocation method for the second-order wave equation with a discontinuous random speed
- Reduced basis method for the adapted mesh and Monte Carlo methods applied to an elliptic stochastic problem
- A reduced polynomial chaos expansion method for the stochastic finite element analysis
- Wasserstein sensitivity of risk and uncertainty propagation
- Calculation of the expectation of the solution of a one-dimensional stochastic PDE using a reduced base
- Stochastic simulation of riser-sections with uncertain measured pressure loads and/or uncertain material properties
- An extended stochastic finite element method for solving stochastic partial differential equations on random domains
- SDE based regression for linear random PDEs
- Uncertainty quantification in computational stochastic multiscale analysis of nonlinear elastic materials
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