Long-term behavior of polynomial chaos in stochastic flow simulations
From MaRDI portal
Publication:996658
DOI10.1016/J.CMA.2005.10.016zbMATH Open1123.76058OpenAlexW2142678007MaRDI QIDQ996658FDOQ996658
Authors: Xiaoliang Wan, George Em Karniadakis
Publication date: 24 September 2007
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.2005.10.016
Recommendations
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- Modeling uncertainty in flow simulations via generalized polynomial chaos.
- Adaptive numerical solutions of stochastic differential equations
- Time-dependent generalized polynomial chaos
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- On solving elliptic stochastic partial differential equations
- Modeling uncertainty in flow simulations via generalized polynomial chaos.
- Dynamical Properties of Truncated Wiener-Hermite Expansions
- Finite elements for elliptic problems with stochastic coefficients
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- Dispersive and dissipative behaviour of high order discontinuous Galerkin finite element methods
- Ingredients for a general purpose stochastic finite elements implementation
- Solution of stochastic partial differential equations using Galerkin finite element techniques
- On Generating Orthogonal Polynomials
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- Uncertainty propagation using Wiener-Haar expansions
- Title not available (Why is that?)
- Multi-resolution analysis of Wiener-type uncertainty propagation schemes
- Propagation of probabilistic uncertainty in complex physical systems using a stochastic finite element approach
Cited In (78)
- A non-Gaussian Bayesian filter for sequential data assimilation with non-intrusive polynomial chaos expansion
- Multilevel control variates for uncertainty quantification in simulations of cloud cavitation
- Non-linear stochastic dynamics analysis of mechanical systems using non-intrusive polynomial chaos method: application to pole vaulting
- An observation-driven time-dependent basis for a reduced description of transient stochastic systems
- Error Estimation of Polynomial Chaos Approximations in Transient Structural Dynamics
- Probabilistic Analysis of Highly Nonlinear Models by Adaptive Sparse Polynomial Chaos: Transient Infiltration in Unsaturated Soil
- Parameter Identification in Uncertain Scalar Conservation Laws Discretized with the Discontinuous Stochastic Galerkin Scheme
- Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces
- Stochastic Galerkin method for cloud simulation. II: A fully random Navier-Stokes-cloud model
- Numerical approximation of statistical solutions of planar, incompressible flows
- Stochastic Galerkin method for cloud simulation
- The numerical approximation of nonlinear functionals and functional differential equations
- Efficient stochastic Galerkin methods for Maxwell's equations with random inputs
- Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs
- Multilevel Monte Carlo finite difference methods for fractional conservation laws with random data
- Dynamical polynomial chaos expansions and long time evolution of differential equations with random forcing
- Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
- A stochastic surrogate model approach applied to calibration of unstable fluid flow experiments
- Analysis and computation of the elastic wave equation with random coefficients
- Spectral convergence of the generalized polynomial chaos reduced model obtained from the uncertain linear Boltzmann equation
- Stochastic analysis of an elastic 3D half-space respond to random boundary displacements: exact results and Karhunen-Loève expansion
- Stochastic Galerkin framework with locally reduced bases for nonlinear two-phase transport in heterogeneous formations
- On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity
- An evolve-filter-relax stabilized reduced order stochastic collocation method for the time-dependent Navier-Stokes equations
- A gPC-intrusive Monte-Carlo scheme for the resolution of the uncertain linear Boltzmann equation
- Uncertainty investigations in nonlinear aeroelastic systems
- A one-time truncate and encode multiresolution stochastic framework
- Long duration response evaluation of linear structural system with random system properties using time dependent polynomial chaos
- Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
- Weighted essentially non-oscillatory stochastic Galerkin approximation for hyperbolic conservation laws
- A high-order stochastic Galerkin code for the compressible Euler and Navier-Stokes equations
- A sparse grid method for Bayesian uncertainty quantification with application to large eddy simulation turbulence models
- An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems
- Uncertainty quantification for hyperbolic conservation laws with flux coefficients given by spatiotemporal random fields
- Exact PDF equations and closure approximations for advective-reactive transport
- Uncertainty quantification for stochastic dynamical systems using time-dependent stochastic bases
- Computation of the effects of uncertainty in volatility on option pricing and hedging
- Stochastic low-dimensional modelling of a random laminar wake past a circular cylinder
- Long-time uncertainty propagation using generalized polynomial chaos and flow map composition
- Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations
- Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
- The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- Intrusive generalized polynomial chaos with asynchronous time integration for the solution of the unsteady Navier-Stokes equations
- Estimating Long-Term Behavior of Flows without Trajectory Integration: The Infinitesimal Generator Approach
- Symplectic dynamical low rank approximation of wave equations with random parameters
- Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems
- Multi-level Monte Carlo finite volume methods for uncertainty quantification in nonlinear systems of balance laws
- Polynomial chaos based uncertainty quantification in Hamiltonian, multi-time scale, and chaotic systems
- Numerical solution of scalar conservation laws with random flux functions
- Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems
- Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
- Higher period stochastic bifurcation of nonlinear airfoil fluid-structure interaction
- Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data
- Stochastic smoothed profile method for modeling random roughness in flow problems
- A stochastic Galerkin method for the Euler equations with roe variable transformation
- Enforcing positivity in intrusive PC-UQ methods for reactive ODE systems
- Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions
- Solution of a stochastic Darcy equation by polynomial chaos expansion
- Galerkin methods for stochastic hyperbolic problems using bi-orthogonal polynomials
- Time-dependent generalized polynomial chaos
- An alternative unsteady adaptive stochastic finite element formulation based on interpolation at constant phase
- A dynamical polynomial chaos approach for long-time evolution of SPDEs
- New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs
- Uncertainty quantification for systems of conservation laws
- Oscillation mitigation of hyperbolicity-preserving intrusive uncertainty quantification methods for systems of conservation laws
- Numerical analysis of the Burgers' equation in the presence of uncertainty
- A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables
- Dual dynamically orthogonal approximation of incompressible Navier Stokes equations with random boundary conditions
- Galerkin reduced-order modeling scheme for time-dependent randomly parametrized linear partial differential equations
- An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion
- Stochastic modeling of coupled electromechanical interaction for uncertainty quantification in electrostatically actuated MEMS
- Numerical methods for SPDEs with tempered stable processes
- Multilevel Monte Carlo finite volume methods for random conservation laws with discontinuous flux
- Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics
- Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping
This page was built for publication: Long-term behavior of polynomial chaos in stochastic flow simulations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q996658)