Stochastic finite element methods for partial differential equations with random input data
From MaRDI portal
Monte Carlo methods (65C05) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Random operators and equations (aspects of stochastic analysis) (60H25)
Recommendations
- Stochastic finite elements: Computational approaches to stochastic partial differential equations
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
Cites work
- scientific article; zbMATH DE number 1715058 (Why is no real title available?)
- scientific article; zbMATH DE number 3426675 (Why is no real title available?)
- scientific article; zbMATH DE number 3841285 (Why is no real title available?)
- scientific article; zbMATH DE number 4138299 (Why is no real title available?)
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 3560401 (Why is no real title available?)
- scientific article; zbMATH DE number 3596197 (Why is no real title available?)
- scientific article; zbMATH DE number 3599198 (Why is no real title available?)
- scientific article; zbMATH DE number 1246413 (Why is no real title available?)
- scientific article; zbMATH DE number 627771 (Why is no real title available?)
- scientific article; zbMATH DE number 1022658 (Why is no real title available?)
- scientific article; zbMATH DE number 1121858 (Why is no real title available?)
- scientific article; zbMATH DE number 1983459 (Why is no real title available?)
- scientific article; zbMATH DE number 2064835 (Why is no real title available?)
- scientific article; zbMATH DE number 1472777 (Why is no real title available?)
- scientific article; zbMATH DE number 3992765 (Why is no real title available?)
- scientific article; zbMATH DE number 1829855 (Why is no real title available?)
- scientific article; zbMATH DE number 1865949 (Why is no real title available?)
- scientific article; zbMATH DE number 2107939 (Why is no real title available?)
- scientific article; zbMATH DE number 800961 (Why is no real title available?)
- scientific article; zbMATH DE number 854710 (Why is no real title available?)
- scientific article; zbMATH DE number 878934 (Why is no real title available?)
- scientific article; zbMATH DE number 905274 (Why is no real title available?)
- scientific article; zbMATH DE number 911319 (Why is no real title available?)
- scientific article; zbMATH DE number 3321507 (Why is no real title available?)
- scientific article; zbMATH DE number 3196612 (Why is no real title available?)
- A Comparative Study on Uncertainty Quantification for Flow in Randomly Heterogeneous Media Using Monte Carlo Simulations and Conventional and KL-Based Moment-Equation Approaches
- A Fourier-Karhunen-Loève discretization scheme for stationary random material properties in SFEM
- A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations
- A Posteriori Control of Modeling Errors and Discretization Errors
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A Two-Scale Nonperturbative Approach to Uncertainty Analysis of Diffusion in Random Composites
- A compressed sensing approach for partial differential equations with random input data
- A domain adaptive stochastic collocation approach for analysis of MEMS under uncertainties
- A least-squares approximation of partial differential equations with high-dimensional random inputs
- A measure-theoretic computational method for inverse sensitivity problems. I: Method and analysis
- A method for numerical integration on an automatic computer
- A multigrid method enhanced by Krylov subspace iteration for discrete Helmholtz equations
- A multilevel stochastic collocation method for partial differential equations with random input data
- A new approach to the construction of optimal designs
- A non-adapted sparse approximation of PDEs with stochastic inputs
- A posteriori error estimation in finite element analysis
- A stabilized volume-averaging finite element method for flow in porous media and binary alloy solidification processes
- A stochastic collocation approach to Bayesian inference in inverse problems
- A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria
- Adaptive Finite Element Methods for Elliptic PDEs Based on Conforming Centroidal Voronoi–Delaunay Triangulations
- Adaptive computational methods for differential equations
- Adaptive modeling of wave propagation in heterogeneous elastic solids.
- Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences
- Advances in studies and applications of centroidal Voronoi tessellations
- Algorithm 847
- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
- An adaptive wavelet stochastic collocation method for irregular solutions of partial differential equations with random input data
- Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients
- Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's
- Approximation of quantities of interest in stochastic PDEs by the random discrete L^2 projection on polynomial spaces
- Assessment of collocation and Galerkin approaches to linear diffusion equations with random data
- Bayesian Updating and Model Class Selection for Hysteretic Structural Models Using Stochastic Simulation
- Bayesian calibration of computer models. (With discussion)
- Block-diagonal preconditioning for spectral stochastic finite-element systems
- Boolean-like and frequentistic nonstandard semantics for first-order predicate calculus without functions
- Centroidal Voronoi Tessellation-Based Reduced-Order Modeling of Complex Systems
- Centroidal Voronoi Tessellations: Applications and Algorithms
- Centroidal Voronoi tessellation algorithms for image compression, segmentation, and multichannel restoration
- Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
- Combining Field Data and Computer Simulations for Calibration and Prediction
- Computational aspects of the stochastic finite element method
- Constrained CVT meshes and a comparison of triangular mesh generators
- Constrained Centroidal Voronoi Tessellations for Surfaces
- Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
- Convergence rates for finite elementapproximations of stochastic partial differential equations
- Dimension-adaptive tensor-product quadrature
- Effects of uncertainties in the domain on the solution of Neumann boundary value problems in two spatial dimensions
- Effects of approximate deconvolution models on the solution of the stochastic Navier-Stokes equations
- Effects of uncertainties in the domain on the solution of Dirichlet boundary value problems
- Efficient iterative solvers for stochastic Galerkin discretizations of log-transformed random diffusion problems
- Efficient solvers for a linear stochastic Galerkin mixed formulation of diffusion problems with random data
- Equivalence of methods for uncertainty propagation of real-valued random variables
- Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data
- Estimation of local modeling error and goal-oriented adaptive modeling of heterogeneous materials. I: Error estimates and adaptive algorithms
- Estimation of modeling error in computational mechanics.
- Explicit cost bounds of algorithms for multivariate tensor product problems
- Fast numerical methods for stochastic computations: a review
- Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods
- Finite elements for elliptic problems with stochastic coefficients
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- Grid generation and optimization based on centroidal Voronoi tessellations
- Hierarchical Bayesian models for inverse problems in heat conduction
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Ingredients for a general purpose stochastic finite elements implementation
- Is Gauss Quadrature Better than Clenshaw–Curtis?
- Iterative solution of systems of linear equations arising in the context of stochastic finite elements
- Latinized improved LHS, and CVT point sets in hypercubes
- Methods of reducing sample size in Monte Carlo computations
- Modeling error and adapticity in nonlinear continuum mechanics
- Modeling uncertainty in flow simulations via generalized polynomial chaos.
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- Multi-element probabilistic collocation method in high dimensions
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Multi-resolution analysis of Wiener-type uncertainty propagation schemes
- Multilevel Monte Carlo Path Simulation
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations
- Multilevel Monte Carlo method with applications to stochastic partial differential equations
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Numerical integration using sparse grids
- Numerical methods for stochastic computations. A spectral method approach.
- Numerical recipes. The art of scientific computing.
- Numerical solution of spectral stochastic finite element systems
- On Multivariate Lagrange Interpolation
- On asymptotics and estimates for the uniform norms of the Lagrange interpolation polynomials corresponding to the Chebyshev nodal points
- On solving elliptic stochastic partial differential equations
- On solving stochastic collocation systems with algebraic multigrid
- On the extension of goal-oriented error estimation and hierarchical modeling to discrete lattice models
- On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods
- Option pricing, interest rates and risk management
- POD and CVT-based reduced-order modeling of Navier-Stokes flows
- Parallel Domain Decomposition Methods for Stochastic Elliptic Equations
- Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
- Polynomial chaos representation of a stochastic preconditioner
- Preconditioning Stochastic Galerkin Saddle Point Systems
- Predictability and uncertainty in flow--structure interactions
- Probabilistic methods for centroidal Voronoi tessellations and their parallel implementations
- Probability Theory with Applications
- Propagation of probabilistic uncertainty in complex physical systems using a stochastic finite element approach
- Random matrix theory and non-parametric model of random uncertainties in vibration analysis
- Random matrix theory for modeling uncertainties in computational mechanics
- Recent computational developments in Krylov subspace methods for linear systems
- Recycling Krylov Subspaces for Sequences of Linear Systems
- Reduced order modeling of some nonlinear stochastic partial differential equations
- Reliability of computational science
- Research directions in computational mechanics
- SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA
- SOME EXPERIMENTS WITH STABILITY ANALYSIS OF DISCRETE INCOMPRESSIBLE FLOWS IN THE LID-DRIVEN CAVITY
- Sensitivity analysis of large-eddy simulations to subgrid-scale-model parametric uncertainty using polynomial chaos
- Solution of stochastic partial differential equations using Galerkin finite element techniques
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
- Solving elliptic problems with non-Gaussian spatially-dependent random coefficients
- Some basic hypergeometric orthogonal polynomials that generalize Jacobi polynomials
- Sparse finite elements for elliptic problems with stochastic loading
- Sparse finite elements for stochastic elliptic problems --- higher order moments
- Sparse grid collocation schemes for stochastic natural convection problems
- Sparse tensor product wavelet approximation of singular functions
- Spectral Methods for Uncertainty Quantification
- Stochastic Galerkin matrices
- Stochastic Galerkin method for elliptic SPDEs: a white noise approach
- Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
- Stochastic approaches to uncertainty quantification in CFD simulations
- Stochastic inverse heat conduction using a spectral approach
- Stochastic model reduction for chaos representations
- Stochastic properties of quadrature formulas
- Stochastic spectral methods for efficient Bayesian solution of inverse problems
- The Lifting Scheme: A Construction of Second Generation Wavelets
- The Mathematical Theory of Finite Element Methods
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- The application of PDF transport equations to turbulent reactive flows
- The finite element methods and its reliability
- The lifting scheme: A custom-design construction of biorthogonal wavelets
- The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
- The reliability of computer predictions: can they be trusted?
- Theory and methodology for estimation and control of errors due to modeling, approximation, and uncertainty
- Transport equation for the joint probability density function of velocity and scalars in turbulent flow
- Uncertain input data problems and the worst scenario method.
- Uncertainty Quantification for Systems with Random Initial Conditions Using Wiener–Hermite Expansions
- Uncertainty and sensitivity analysis in the presence of stochastic and subjective uncertainty
- Uncertainty propagation using Wiener-Haar expansions
- Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids
- Unified Matching Grids for Multidomain Multiphysics Simulations
- Using stochastic analysis to capture unstable equilibrium in natural convection
- Variational multiscale stabilized FEM formulations for transport equations: Stochastic advection-diffusion and incompressible stochastic Navier-Stokes equations
- Voronoi-based finite volume methods, optimal Voronoi meshes, and PDEs on the sphere.
- Worst case scenario analysis for elliptic problems with uncertainty
Cited in
(only showing first 100 items - show all)- A probabilistic graphical model approach to stochastic multiscale partial differential equations
- An asymptotic-preserving stochastic Galerkin method for the semiconductor Boltzmann equation with random inputs and diffusive scalings
- Asymptotic-preserving schemes for multiscale physical problems
- Nonlinear geometric optics based multiscale stochastic Galerkin methods for highly oscillatory transport equations with random inputs
- A mixed ℓ1 regularization approach for sparse simultaneous approximation of parameterized PDEs
- Kernel methods are competitive for operator learning
- Semi-reduced order stochastic finite element methods for solving contact problems with uncertainties
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- On the multi-species Boltzmann equation with uncertainty and its stochastic Galerkin approximation
- Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces
- Reduced basis method for the adapted mesh and Monte Carlo methods applied to an elliptic stochastic problem
- Statistical treatment of inverse problems constrained by differential equations-based models with stochastic terms
- An extended stochastic finite element method for solving stochastic partial differential equations on random domains
- Multi-element stochastic reduced basis methods
- Sensitivity analysis of the non-linear Fokker-Planck equations with uncertainty
- An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs
- Data-driven compressive sensing and applications in uncertainty quantification
- A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients
- Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint
- A variational MAX ensemble numerical algorism for a transient heat model with random inputs
- Error analysis of kernel/GP methods for nonlinear and parametric PDEs
- The gap between theory and practice in function approximation with deep neural networks
- Risk-averse optimal control of random elliptic variational inequalities
- Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise
- A stochastic finite element scheme for solving partial differential equations defined on random domains
- The cardiovascular system: mathematical modelling, numerical algorithms and clinical applications
- Comparison of approaches for random PDE optimization problems based on different matching functionals
- Legendre-based model order reduction method for solving convection-diffusion equations with variable coefficients
- Piecewise polynomial approximation of probability density functions with application to uncertainty quantification for stochastic PDEs
- A kernel framework for learning differential equations and their solution operators
- Turnpike properties of optimal boundary control problems with random linear hyperbolic systems
- Entropies and symmetrization of hyperbolic stochastic Galerkin formulations
- Accelerating stochastic collocation methods for partial differential equations with random input data
- Surrogate-Based Ensemble Grouping Strategies for Embedded Sampling-Based Uncertainty Quantification
- Offline-online approximation of multiscale eigenvalue problems with random defects
- An offline-online strategy for multiscale problems with random defects
- Improved error estimates of ensemble Monte Carlo methods for random transient heat equations with uncertain inputs
- Artificial compressibility SAV ensemble algorithms for the incompressible Navier-Stokes equations
- Hyperspherical sparse approximation techniques for high-dimensional discontinuity detection
- Analysis and application of stochastic collocation methods for Maxwell's equations with random inputs
- A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology
- scientific article; zbMATH DE number 4206392 (Why is no real title available?)
- Truncation preconditioners for stochastic Galerkin finite element discretizations
- A computational study of preconditioning techniques for the stochastic diffusion equation with lognormal coefficient
- Error estimates of finite element methods for the nonlinear backward stochastic Stokes equations
- An adaptive multilevel Monte Carlo method with stochastic bounds for quantities of interest with uncertain data
- Gaussian wave packet transform based numerical scheme for the semi-classical Schrödinger equation with random inputs
- Efficient reduced basis methods for saddle point problems with applications in groundwater flow
- Survey of multifidelity methods in uncertainty propagation, inference, and optimization
- An applied/computational mathematician's view of uncertainty quantification for complex systems
- A stochastic finite element method for stochastic parabolic equations driven by purely spatial noise
- A multilevel Monte Carlo ensemble and hybridizable discontinuous Galerkin method for a stochastic parabolic problem
- Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps
- Two-level a posteriori error estimation for adaptive multilevel stochastic Galerkin finite element method
- Derivative-free optimization methods
- Polynomial Chaos in Stochastic Finite Elements
- A domain mapping approach for elliptic equations posed on random bulk and surface domains
- Robust optimal control of stochastic hyperelastic materials
- A distributed optimal control problem with averaged stochastic gradient descent
- A posteriori error estimates for the Crank-Nicolson method: application to parabolic partial differential equations subject to a Robin boundary condition with small randomness
- A domain decomposition algorithm for optimal control problems governed by elliptic PDEs with random inputs
- Regularity analysis of metamaterial Maxwell's equations with random coefficients and initial conditions
- Efficient stochastic Galerkin methods for Maxwell's equations with random inputs
- Analysis and application of single level, multi-level Monte Carlo and quasi-Monte Carlo finite element methods for time-dependent Maxwell's equations with random inputs
- A compressed sensing approach for partial differential equations with random input data
- Sharp decay estimates in local sensitivity analysis for evolution equations with uncertainties: from ODEs to linear kinetic equations
- Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
- Computational aspects of the stochastic finite element method
- A spectral stochastic element free Galerkin method for the problems with random material parameter
- Hypocoercivity and Uniform Regularity for the Vlasov--Poisson--Fokker--Planck System with Uncertainty and Multiple Scales
- A bi-fidelity stochastic collocation method for transport equations with diffusive scaling and multi-dimensional random inputs
- 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
- Eigenvalue problems for exponential-type kernels
- Sparse-grid polynomial interpolation approximation and integration for parametric and stochastic elliptic PDEs with lognormal inputs
- On generalized stochastic perturbation‐based finite element method
- Stochastic gradient descent for semilinear elliptic equations with uncertainties
- Optimization problems governed by systems of PDEs with uncertainties
- Improving convergence in stochastic Galerkin finite element methods via truncation preconditioners
- A polynomial chaos-based approach to risk-averse piezoelectric control of random vibrations of beams
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- Stochastic Galerkin method for optimal control problem governed by random elliptic PDE with state constraints
- Unconditionally Energy Stable and First-Order Accurate Numerical Schemes for the Heat Equation with Uncertain Temperature-Dependent Conductivity
- Sensitivity Analysis of Burgers' Equation with Shocks
- Ensemble grouping strategies for embedded stochastic collocation methods applied to anisotropic diffusion problems
- Embedded ensemble propagation for improving performance, portability, and scalability of uncertainty quantification on emerging computational architectures
- An efficient multi-level high-order algorithm for simulation of a class of Allen-Cahn stochastic systems
- A fully discrete HDG ensemble Monte Carlo algorithm for a heat equation under uncertainty
- Optimal approximation of infinite-dimensional holomorphic functions
- Low rank approximation method for perturbed linear systems with applications to elliptic type stochastic PDEs
- An evolve-filter-relax stabilized reduced order stochastic collocation method for the time-dependent Navier-Stokes equations
- A bi-fidelity method for the multiscale Boltzmann equation with random parameters
- Optimal approximation of infinite-dimensional holomorphic functions. II: Recovery from i.i.d. pointwise samples
- Stochastic finite elements: Computational approaches to stochastic partial differential equations
- Sparse adaptive tensor Galerkin approximations of stochastic PDE-constrained control problems
- A dynamically adaptive sparse grids method for quasi-optimal interpolation of multidimensional functions
- Explicit cost bounds of stochastic Galerkin approximations for parameterized PDEs with random coefficients
- Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs
- A domain decomposition model reduction method for linear convection-diffusion equations with random coefficients
- An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations
This page was built for publication: Stochastic finite element methods for partial differential equations with random input data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4683917)
