Spectral Methods for Uncertainty Quantification
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Cited in
(only showing first 100 items - show all)- Compressive sensing with cross-validation and stop-sampling for sparse polynomial chaos expansions
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
- Parallel domain decomposition strategies for stochastic elliptic equations. Part A: Local Karhunen-Loève representations
- Transport map accelerated Markov chain Monte Carlo
- Multi-scale modelling strategy for textile composites based on stochastic reinforcement geometry
- A domain mapping approach for elliptic equations posed on random bulk and surface domains
- Iterated pressure-correction projection methods for the unsteady incompressible Navier-Stokes equations
- Surrogate modeling for fluid flows based on physics-constrained deep learning without simulation data
- Adversarial uncertainty quantification in physics-informed neural networks
- Region of attraction analysis of nonlinear stochastic systems using polynomial chaos expansion
- Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping
- Generating nested quadrature rules with positive weights based on arbitrary sample sets
- Generalized Langevin equations for systems with local interactions
- Why simple quadrature is just as good as Monte Carlo
- Goal-oriented adaptive surrogate construction for stochastic inversion
- On the robustness of variational multiscale error estimators for the forward propagation of uncertainty
- Combined error estimates for local fluctuations of SPDEs
- Bayesian modeling of inconsistent plastic response due to material variability
- Systems of Gaussian process models for directed chains of solvers
- Scattering by stochastic boundaries: hybrid low- and high-order quantification algorithms
- Propagation of uncertainties in density-driven flow
- Probabilistic modeling and global sensitivity analysis for CO\(_2\) storage in geological formations: a spectral approach
- A posteriori error estimates for the Crank-Nicolson method: application to parabolic partial differential equations subject to a Robin boundary condition with small randomness
- CAS4DL: Christoffel adaptive sampling for function approximation via deep learning
- A polymorphic uncertainty model for the curing process of transversely fiber-reinforced plastics
- A non-Gaussian Bayesian filter for sequential data assimilation with non-intrusive polynomial chaos expansion
- A micromechanics-based inverse study for stochastic order reduction of elastic UD fiber reinforced composites analyses
- An isogeometric collocation method for efficient random field discretization
- Scalable parallel scheme for sampling of Gaussian random fields over very large domains
- Sparse collocation method for global sensitivity analysis and calculation of statistics of solutions in SPDEs
- Propagation of material and surface profile uncertainties on MEMS micro-resonators using a stochastic second-order computational multi-scale approach
- Stochastic multiscale analysis in hydrodynamic lubrication
- Stochastic Galerkin techniques for random ordinary differential equations
- Analysis of parametric models. Linear methods and approximations
- A hybrid HDMR for mixed multiscale finite element methods with application to flows in random porous media
- Stochastic modeling and identification of an uncertain computational dynamical model with random fields properties and model uncertainties
- A nonparametric probabilistic approach for quantifying uncertainties in low-dimensional and high-dimensional nonlinear models
- Polynomial (chaos) approximation of maximum eigenvalue functions. Efficiency and limitations
- Lattice Boltzmann method for stochastic convection-diffusion equations
- Uncertainty quantification in fluid flow
- Alternative to beta coefficients in the context of diffusions
- An intrusive hybrid method for discontinuous two-phase flow under uncertainty
- Sparse pseudo spectral projection methods with directional adaptation for uncertainty quantification
- A sparse FFT approach for ODE with random coefficients
- Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs
- A domain decomposition method for stochastic analysis of acoustic fields with hybrid and localized uncertainties
- Uniform regularity in the random space and spectral accuracy of the stochastic Galerkin method for a kinetic-fluid two-phase flow model with random initial inputs in the light particle regime
- Gaussian process modeling of finite element models with functional inputs
- Stochastic Galerkin methods for the Boltzmann-Poisson system
- Semi-conservative high order scheme with numerical entropy indicator for intrusive formulations of hyperbolic systems
- Convergence of a stochastic collocation finite volume method for the compressible Navier-Stokes system
- Stochastic gradient descent for semilinear elliptic equations with uncertainties
- Computing invariant sets of random differential equations using polynomial chaos
- Bayesian inference of thermodynamic models from vapor flow experiments
- Optimal Bayesian experimental design for priors of compact support with application to shock-tube experiments for combustion kinetics
- An efficient SPDE approach for El Niño
- multiUQ: an intrusive uncertainty quantification tool for gas-liquid multiphase flows
- Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation
- A sparse stochastic collocation technique for high-frequency wave propagation with uncertainty
- A modern retrospective on probabilistic numerics
- Improving convergence in stochastic Galerkin finite element methods via truncation preconditioners
- Sensitivity-driven adaptive construction of reduced-space surrogates
- Multivariate predictions of local reduced-order-model errors and dimensions
- Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems
- Analysis of stochastic mimetic finite difference methods and their applications in single-phase stochastic flows
- Dynamical polynomial chaos expansions and long time evolution of differential equations with random forcing
- Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients
- An efficient Bayesian uncertainty quantification approach with application to \(k\)-\(\omega\)-\(\gamma\) transition modeling
- Neural field models with threshold noise
- Uncertainty propagation in nerve impulses through the action potential mechanism
- Approximate Solutions of Lagrange Multipliers for Information-Theoretic Random Field Models
- Entropy–Based Methods for Uncertainty Quantification of Hyperbolic Conservation Laws
- Finite-dimensional probability distributions in the random Burgers-Riemann problem
- A Galerkin isogeometric method for Karhunen-Loève approximation of random fields
- Scalable domain decomposition solvers for stochastic PDEs in high performance computing
- Metamodel of a large credit risk portfolio in the Gaussian copula model
- Global sensitivity analysis for models described by stochastic differential equations
- Sequential Bayesian polynomial chaos model selection for estimation of sensitivity indices
- Stochastic modeling of the Ogden class of stored energy functions for hyperelastic materials: the compressible case
- Parallel domain decomposition strategies for stochastic elliptic equations. Part B: Accelerated Monte Carlo sampling with local PC expansions
- Frequency domain approach for probabilistic flutter analysis using stochastic finite elements
- Statistical solutions for the Navier-Stokes-Fourier system
- Efficient Bayesian inversion for simultaneous estimation of geometry and spatial field using the Karhunen-Loève expansion
- Systematic study of accuracy of wall-modeled large eddy simulation using uncertainty quantification techniques
- Bayesian inference with optimal maps
- On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization
- Multivariate approximation in downward closed polynomial spaces
- Polynomial chaos expansion approach to interest rate models
- Application of the two-stage Markov chain Monte Carlo method for characterization of fractured reservoirs using a surrogate flow model
- An adaptive wavelet optimized finite difference B-spline polynomial chaos method for random partial differential equations
- Pitfalls in the frequency response represented onto polynomial chaos for random SDOF mechanical systems
- Uncertainty quantification for a 1D thermo-hyperelastic coupled problem using polynomial chaos projection and \(p\)-FEMs
- Partitioned treatment of uncertainty in coupled domain problems: a separated representation approach
- Bi-fidelity reduced polynomial chaos expansion for uncertainty quantification
- Multi-frequency model reduction for uncertainty quantification in computational vibroacoutics
- A high performance computing and sensitivity analysis algorithm for stochastic many-particle wave scattering
- Multi-objective shape optimization of TESLA-like cavities: addressing stochastic Maxwell's eigenproblem constraints
- An efficient multi-level high-order algorithm for simulation of a class of Allen-Cahn stochastic systems
- Coordinate transformation and polynomial chaos for the Bayesian inference of a Gaussian process with parametrized prior covariance function
- Dual-primal domain decomposition method for uncertainty quantification
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