Sampling and low-rank tensor approximation of the response surface

DOI10.1007/978-3-642-41095-6_27MaRDI QIDQ2926237zbMATH OpenOpenAlexWikidataFDO

Authors Alexander Litvinenko, Hermann G. Matthies, Tarek A. El Moselhy

Publication date 31 October 2014

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-41095-6_27

zbMATH Keywords

airfoil with random/uncertain datacompressible transonic Reynolds-averaged Navier-Strokes flowlow-rank tensor approximationnumerical examplesquasi-Monte Carlo procedurestochastic partial differential equation

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) PDEs with randomness, stochastic partial differential equations (35R60) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Navier-Stokes equations for incompressible viscous fluids (76D05) Transonic flows (76H05) Stochastic analysis applied to problems in fluid mechanics (76M35)

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Cited in

(9)

• Propagation of uncertainties in density-driven flow
• Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
• Approximation and sampling of multivariate probability distributions in the tensor train decomposition
• Efficient Markov chain Monte Carlo for combined subset simulation and nonlinear finite element analysis
• Calibration experimental design considering field response and model uncertainty
• Multifidelity importance sampling
• Spectral tensor-train decomposition
• Reproducing kernel Hilbert spaces for parametric partial differential equations
• Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches

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