Long-term behavior of polynomial chaos in stochastic flow simulations
From MaRDI portal
Publication:996658
DOI10.1016/j.cma.2005.10.016zbMath1123.76058MaRDI QIDQ996658
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
76M35: Stochastic analysis applied to problems in fluid mechanics
Related Items
Computation of the effects of uncertainty in volatility on option pricing and hedging, Numerical Methods for SPDEs with Tempered Stable Processes, Uncertainty Quantification for Hyperbolic Conservation Laws with Flux Coefficients Given by Spatiotemporal Random Fields, Numerical Solution of Scalar Conservation Laws with Random Flux Functions, Dynamical Polynomial Chaos Expansions and Long Time Evolution of Differential Equations with Random Forcing, Exact PDF equations and closure approximations for advective-reactive transport, A one-time truncate and encode multiresolution stochastic framework, A stochastic Galerkin method for the Euler equations with roe variable transformation, Enforcing positivity in intrusive PC-UQ methods for reactive ODE systems, A stochastic surrogate model approach applied to calibration of unstable fluid flow experiments, Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions, Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics, Uncertainty investigations in nonlinear aeroelastic systems, Time-dependent generalized polynomial chaos, An alternative unsteady adaptive stochastic finite element formulation based on interpolation at constant phase, 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, Stochastic modeling of coupled electromechanical interaction for uncertainty quantification in electrostatically actuated MEMS, Uncertainty quantification for systems of conservation laws, An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations, Higher period stochastic bifurcation of nonlinear airfoil fluid-structure interaction, Numerical analysis of the Burgers' equation in the presence of uncertainty, Galerkin methods for stochastic hyperbolic problems using bi-orthogonal polynomials, Stochastic analysis of an elastic 3D half-space respond to random boundary displacements: exact results and Karhunen-Loève expansion, New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs, On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity, Stochastic smoothed profile method for modeling random roughness in flow problems, Polynomial chaos based uncertainty quantification in Hamiltonian, multi-time scale, and chaotic systems, A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables, A Sparse Grid Method for Bayesian Uncertainty Quantification with Application to Large Eddy Simulation Turbulence Models, Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data, Multi-level Monte Carlo Finite Volume Methods for Uncertainty Quantification in Nonlinear Systems of Balance Laws, Galerkin reduced-order modeling scheme for time-dependent randomly parametrized linear partial differential equations, Numerical approximation of statistical solutions of planar, incompressible flows, Stochastic low-dimensional modelling of a random laminar wake past a circular cylinder
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Uncertainty propagation using Wiener-Haar expansions
- Multi-resolution analysis of Wiener-type uncertainty propagation schemes
- Propagation of probabilistic uncertainty in complex physical systems using a stochastic finite element approach
- Finite elements for elliptic problems with stochastic coefficients
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- On solving elliptic stochastic partial differential equations
- Modeling uncertainty in flow simulations 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
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- On Generating Orthogonal Polynomials
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Dynamical Properties of Truncated Wiener-Hermite Expansions
- Solution of stochastic partial differential equations using Galerkin finite element techniques
