Stochastic computation based on orthogonal expansion of random fields
From MaRDI portal
complex systemcurse-of-dimensionalityhigh dimensionmultiscale stochastic finite element methodorthogonal expansionstochastic computation
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Composite and mixture properties (74E30) Random structure in solid mechanics (74E35) Finite element methods applied to problems in solid mechanics (74S05) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)
Recommendations
- Stochastic polynomial chaos based algorithm for solving PDEs with random coefficients
- Efficient stochastic Galerkin methods for random diffusion equations
- Local polynomial chaos expansion for linear differential equations with high dimensional random inputs
- Polynomial chaos expansions for stiff random ODEs
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
Cites work
- A multiscale stochastic finite element method on elliptic problems involving uncertainties
- A stochastic computational method for evaluation of global and local behavior of random elastic media
- An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
- Dynamical Properties of Truncated Wiener-Hermite Expansions
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- General foundations of high-dimensional model representations
- scientific article; zbMATH DE number 3814037 (Why is no real title available?)
- scientific article; zbMATH DE number 3638921 (Why is no real title available?)
- scientific article; zbMATH DE number 1215244 (Why is no real title available?)
- scientific article; zbMATH DE number 1246413 (Why is no real title available?)
- scientific article; zbMATH DE number 1262778 (Why is no real title available?)
- scientific article; zbMATH DE number 1302001 (Why is no real title available?)
- scientific article; zbMATH DE number 1998245 (Why is no real title available?)
- scientific article; zbMATH DE number 2237872 (Why is no real title available?)
- Ingredients for a general purpose stochastic finite elements implementation
- Multi-element probabilistic collocation method in high dimensions
- Non-homogeneous media and vibration theory
- Nonparametric density estimation for randomly perturbed elliptic problems. I: Computational methods, a posteriori analysis, and adaptive error control
- On the distribution of points in a cube and the approximate evaluation of integrals
- On the Symmetrized Kronecker Power of a Matrix and Extensions of Mehler’s Formula for Hermite Polynomials
- Parallel solution methods for stochastic finite element analysis using Monte Carlo simulation
- Reduced chaos decomposition with random coefficients of vector-valued random variables and random fields
- Research directions in computational mechanics
- The stochastic finite element method: past, present and future
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Wiener-Hermite Expansion in Model Turbulence at Large Reynolds Numbers
Cited in
(6)- On spectral fuzzy-stochastic FEM for problems involving polymorphic geometrical uncertainties
- Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction
- Implementation of the multiscale stochastic finite element method on elliptic PDE problems
- A hybrid HDMR for mixed multiscale finite element methods with application to flows in random porous media
- Computational stochastic dynamics based on orthogonal expansion of random excitations
- A network model for handling boundary conditions in stochastic partial differential equations
This page was built for publication: Stochastic computation based on orthogonal expansion of random fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q660280)