Výsledky vyhledávání - "Stochastic Collocation Methods"

IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains

Autoři: Lorenzo Tamellini Joakim Beck Raul Tempone a další

Přispěvatelé: Lorenzo Tamellini Joakim Beck Raul Tempone a další

Zdroj: Computer methods in applied mechanics and engineering 351 (2019): 330–350. doi:10.1016/j.cma.2019.03.042
info:cnr-pdr/source/autori:J. Beck, L. Tamellini, and R. Tempone/titolo:IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains/doi:10.1016%2Fj.cma.2019.03.042/rivista:Computer methods in applied mechanics and engineering/anno:2019/pagina_da:330/pagina_a:350/intervallo_pagine:330–350/volume:351

Témata: Isogeometric analysis, Multilevel methods, Uncertainty quantification, Sparse grids, Stochastic collocation methods, Combination-technique, FOS: Mathematics, Mathematics - Numerical Analysis, Numerical Analysis (math.NA), 0101 mathematics, 01 natural sciences

Popis souboru: application/pdf

Přístupová URL adresa: https://repository.kaust.edu.sa/bitstream/10754/630793/1/1810.01661.pdf
http://arxiv.org/abs/1810.01661
https://ui.adsabs.harvard.edu/abs/2019CMAME.351..330B/abstract
https://www.sciencedirect.com/science/article/pii/S0045782519301811
http://export.arxiv.org/pdf/1810.01661
https://arxiv.org/pdf/1810.01661.pdf
https://arxiv.org/abs/1810.01661
https://www.sciencedirect.com/science/article/pii/S0045782519301811?via=ihub
https://doi.org/10.1016/j.cma.2019.03.042
https://hdl.handle.net/20.500.14243/389452

Stochastic asymptotic-preserving IMEX Finite Volume methods for viscoelastic models of blood flow

Autoři: Bertaglia Giulia Caleffi Valerio Pareschi Lorenzo a další

Témata: Uncertainty quantification, Stochastic collocation methods, IMEX Runge-Kutta schemes, Finite volume methods, Blood flow models, Fluid-structure interaction

Přístupová URL adresa: https://webmagazine.unitn.it/fileswebmagazine/download/94489/bookofabstractscompressed1.pdf
https://hdl.handle.net/11392/2471397

Robust Optimal Design of Quantum Electronic Devices

Autoři: Morales, Ociel Periago Esparza, Francisco Vallejo Rodríguez, José Antonio a další

Přispěvatelé: Morales, Ociel Periago Esparza, Francisco Vallejo Rodríguez, José Antonio a další

Zdroj: Repositorio Digital UPCT
instname
Repositorio Digital de la Universidad Politécnica de Cartagena

Témata: Quantum Physics, 3307.03 Diseño de Circuitos, 12 Matemáticas, Nanoelectronics, 65Z05, 93C20, 81V45, 0211 other engineering and technologies, FOS: Physical sciences, Matemática Aplicada, 02 engineering and technology, Stochastic collocation methods, Optimization and Control (math.OC), Robust optimal design, FOS: Mathematics, WKB approximation, 22 Física, Quantum Physics (quant-ph), 0210 nano-technology, Mathematics - Optimization and Control

Popis souboru: application/pdf; text/xhtml

Přístupová URL adresa: http://downloads.hindawi.com/journals/mpe/2018/3095257.pdf
http://arxiv.org/abs/1710.10697
http://hdl.handle.net/10317/7211
https://www.hindawi.com/journals/mpe/2018/3095257/
https://paperity.org/p/129657603/robust-optimal-design-of-quantum-electronic-devices
https://repositorio.upct.es/bitstream/10317/7211/1/rod.pdf
https://downloads.hindawi.com/journals/mpe/2018/3095257.pdf
http://downloads.hindawi.com/journals/mpe/2018/3095257.pdf
https://www.hindawi.com/journals/mpe/2018/3095257/
https://repositorio.upct.es/handle/10317/7211
https://arxiv.org/abs/1710.10697
https://arxiv.org/pdf/1710.10697.pdf
https://core.ac.uk/display/156983282
https://ui.adsabs.harvard.edu/abs/2017arXiv171010697M/abstract
https://hdl.handle.net/10317/7211

Uncertainty quantification of viscoelastic parameters in arterial hemodynamics with the a-FSI blood flow model

Autoři: Bertaglia, Giulia Caleffi, Valerio Pareschi, Lorenzo a další

Přispěvatelé: Bertaglia, Giulia Caleffi, Valerio Pareschi, Lorenzo a další

Témata: Blood flow models, Fluid-structure interaction, Uncertainty quantification, Stochastic collocation methods, IMEX Runge-Kutta schemes, Finite volume methods

Popis souboru: STAMPA

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000624309300006; volume:430; firstpage:110102-1; lastpage:110102-20; numberofpages:20; journal:JOURNAL OF COMPUTATIONAL PHYSICS; https://hdl.handle.net/11392/2453353; https://www.sciencedirect.com/science/article/pii/S0021999120308767?dgcid=rss_sd_all; https://arxiv.org/abs/2007.01907

Dostupnost: https://hdl.handle.net/11392/2453353
https://doi.org/10.1016/j.jcp.2020.110102
https://www.sciencedirect.com/science/article/pii/S0021999120308767?dgcid=rss_sd_all
https://arxiv.org/abs/2007.01907

Smoothing the payoff for efficient computation of Basket option prices

Autoři: Bayer, Christian Siebenmorgen, Markus Tempone, Raul a další

Přispěvatelé: Bayer, Christian Siebenmorgen, Markus Tempone, Raul a další

Zdroj: Quantitative Finance. 18:491-505

Témata: Computational Finance (q-fin.CP), 01 natural sciences, 91G60, 65D30, 65C20, Computational Finance -- European Option Pricing -- Multivariate approximation and integration -- Sparse grids -- Stochastic Collocation methods -- Monte Carlo and Quasi Monte Carlo methods, FOS: Economics and business, Quantitative Finance - Computational Finance, Stochastic Collocation methods, 0502 economics and business, Computational Finance, FOS: Mathematics, 65D30, Mathematics - Numerical Analysis, 0101 mathematics, ddc:510, European option pricing, European Option Pricing, 05 social sciences, article, 91G60, Sparse grids, Numerical Analysis (math.NA), Monte Carlo and Quasi Monte Carlo methods, 65C20, Multivariate approximation and integration

Popis souboru: application/pdf

Přístupová URL adresa: https://repository.kaust.edu.sa/bitstream/10754/626067/1/1607.05572.pdf
http://arxiv.org/abs/1607.05572
http://ui.adsabs.harvard.edu/abs/2016arXiv160705572B/abstract
https://core.ac.uk/display/42750710
https://www.arxiv-vanity.com/papers/1607.05572/
https://ideas.repec.org/a/taf/quantf/v18y2018i3p491-505.html
https://www.tandfonline.com/doi/full/10.1080/14697688.2017.1308003
https://repository.kaust.edu.sa/handle/10754/626067

Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity

Autoři: AL HajiAli F Nobile L Tamellini a další

Přispěvatelé: AL HajiAli F Nobile L Tamellini a další

Zdroj: Foundations of computational mathematics
16 (2016): 1555–1605. doi:10.1007/s10208-016-9327-7
info:cnr-pdr/source/autori:A.-L. Haji-Ali, F. Nobile, L. Tamellini, and R. Tempone/titolo:Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity/doi:10.1007%2Fs10208-016-9327-7/rivista:Foundations of computational mathematics (Print)/anno:2016/pagina_da:1555/pagina_a:1605/intervallo_pagine:1555–1605/volume:16

Témata: Finite element method, Multi-index Stochastic Collocation, Elliptic partial differential equations with random coefficients, Sparse grids, Numerical Analysis (math.NA), 01 natural sciences, Stochastic Collocation methods, 41A10, 65C20, 65N30, 65N05, Multi-level, Random partial differential equations, Infinite dimensional integration, FOS: Mathematics, Multivariate approximation, Mathematics - Numerical Analysis, Multi-level methods, 0101 mathematics, Combination technique, Uncertainty quantification

Popis souboru: application/pdf

Přístupová URL adresa: http://arxiv.org/pdf/1511.05393
http://arxiv.org/abs/1511.05393
https://hdl.handle.net/20.500.14243/316665
http://link.springer.com/article/10.1007/s10208-016-9327-7
https://doi.org/10.1007/s10208-016-9327-7

Multi-Index Stochastic Collocation for random PDEs

Autoři: Fabio Nobile Lorenzo Tamellini Abdul-Lateef Haji-Ali a další

Přispěvatelé: Fabio Nobile Lorenzo Tamellini Abdul-Lateef Haji-Ali a další

Zdroj: Computer methods in applied mechanics and engineering 306 (2016): 95–122. doi:10.1016/j.cma.2016.03.029
info:cnr-pdr/source/autori:A.-L. Haji-Ali, F. Nobile, L. Tamellini, and R. Tempone/titolo:Multi-Index Stochastic Collocation for random PDEs/doi:10.1016%2Fj.cma.2016.03.029/rivista:Computer methods in applied mechanics and engineering/anno:2016/pagina_da:95/pagina_a:122/intervallo_pagine:95–122/volume:306

Témata: Random PDEs, Stochastic Collocation methods, Multilevel methods, 41A10, 65C20, 65N30, 65N05, FOS: Mathematics, Uncertainty Quantification, Sparse grids, Multivariate approximation, Mathematics - Numerical Analysis, Numerical Analysis (math.NA), 0101 mathematics, Combination technique, 01 natural sciences

Popis souboru: application/pdf

Přístupová URL adresa: http://arxiv.org/pdf/1508.07467
http://arxiv.org/abs/1508.07467
http://mathicse.epfl.ch/files/content/sites/mathicse/files/Mathicse%20reports%202015/22.2015_AH-FN-LT-RT.pdf
https://repository.kaust.edu.sa/handle/10754/603944
http://ui.adsabs.harvard.edu/abs/2016CMAME.306...95H/abstract
https://repository.kaust.edu.sa/bitstream/10754/603944/1/1-s2.0-S0045782516301141-main.pdf
https://128.84.21.199/abs/1508.07467?context=math
https://arxiv.org/pdf/1508.07467.pdf

Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients

Autoři: J. Beck NOBILE, FABIO TAMELLINI, LORENZO a další

Zdroj: ESAIM: Proceedings. 33:10-21

Témata: 0101 mathematics, Uncertainty Quantification, PDEs with random data, elliptic equations, multivariate polynomial approximation, \bMt approximation, Stochastic Galerkin methods, Smolyak approximation, Sparse grids, Stochastic Collocation methods, 01 natural sciences

Přístupová URL adresa: https://www.esaim-proc.org/articles/proc/pdf/2011/04/proc113302.pdf
http://www.esaim-proc.org/index.php?option=com_article&access=doi&doi=10.1051/proc/201133002&Itemid=129
https://hdl.handle.net/11311/622765

Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients

Autoři: Fabio Nobile Raul Tempone Applied Mathematics and Computational Science Program a další

Přispěvatelé: Fabio Nobile Raul Tempone Applied Mathematics and Computational Science Program a další

Zdroj: International Journal for Numerical Methods in Engineering. 80:979-1006

Témata: Multivariate polynomial approximation, Stochastic Collocation methods, Parabolic equations, PDEs with random data • parabolic equations • multivariate polynomial approximation • Stochastic Galerkin methods • Stochastic Collocation methods • sparse grids • Smolyak approximation • Point Collocation • Monte Carlo sampling, PDEs with random data, Point Collocation, Sparse grids, 0101 mathematics, Stochastic galerkin methods, 01 natural sciences, Smolyak approximation, Monte carlo sampling

Přístupová URL adresa: https://infoscience.epfl.ch/record/180349
https://onlinelibrary.wiley.com/doi/abs/10.1002/nme.2656
http://onlinelibrary.wiley.com/doi/10.1002/nme.2656/abstract
http://www.diva-portal.org/smash/record.jsf?pid=diva2:411086
https://re.public.polimi.it/handle/11311/533391
http://ui.adsabs.harvard.edu/abs/2009IJNME..80..979N/abstract

Uncertainty quantification in Discrete Fracture Network models: Stochastic fracture transmissivity

Autoři: BERRONE, Stefano CANUTO, CLAUDIO PIERACCINI, SANDRA a další

Zdroj: Computers & Mathematics with Applications. 70:603-623

Témata: 2. Zero hunger, 0101 mathematics, 16. Peace & justice, Fracture networks, Darcy's law in fractured media, Uncertainty quantification, Stochastic collocation methods, Sparse grids, 01 natural sciences

Popis souboru: application/pdf

Přístupová URL adresa: https://www.sciencedirect.com/science/article/abs/pii/S0898122115002369
https://core.ac.uk/display/76523298
https://dblp.uni-trier.de/db/journals/cma/cma70.html#BerroneCPS15
https://www.sciencedirect.com/science/article/pii/S0898122115002369
http://porto.polito.it/2564948/
https://doi.org/10.1016/j.camwa.2015.05.013
https://hdl.handle.net/11583/2564948
https://doi.org/10.1016/j.camwa.2015.05.013

INTERACTIVE VISUALIZATION OF PROBABILITY AND CUMULATIVE DENSITY FUNCTIONS

Autoři: Potter, Kristin Kirby, Robert Michael Xiu, Dongbin a další

Přispěvatelé: Potter, Kristin Kirby, Robert Michael Xiu, Dongbin a další

Zdroj: International Journal for Uncertainty Quantification. 2:397-412

Témata: Generalized Polynomial Chaos, Cumulative Density Function, probability density function, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, Stochastic Galerkin Methods, Stochastic Collocation Methods, Visualization

Přístupová URL adresa: https://europepmc.org/articles/pmc3609671?pdf=render
https://pubmed.ncbi.nlm.nih.gov/23543120
https://repository.kaust.edu.sa/handle/10754/598648
https://www.dl.begellhouse.com/journals/52034eb04b657aea
43e225911b944538
47df428f4bae4afa.html
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3609671/
http://europepmc.org/articles/PMC3609671
https://www.sci.utah.edu/publications/potter12/Potter_IJUQ2012.pdf

Uncertainty analysis of the specific absorption rate induced in a phantom using a stochastic spectral collocation method

Autoři: Aiouaz, Ouanes Lautru, David Wong, Man-Faï a další

Přispěvatelé: Aiouaz, Ouanes Lautru, David Wong, Man-Faï a další

Zdroj: annals of telecommunications - annales des télécommunications. 66:409-418

Témata: Sensitivity, Specific absorption rate (SAR), FDTD, [SPI.ELEC] Engineering Sciences [physics]/Electromagnetism, Uncertainty, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, 0101 mathematics, 01 natural sciences, Stochastic collocation methods

Přístupová URL adresa: https://dblp.uni-trier.de/db/journals/adt/adt66.html#AiouazLWCGWH11
https://link.springer.com/article/10.1007/s12243-011-0255-x

A Variational Approach to Estimating Uncertain Parameters in Elliptic Systems

Autoři: van Wyk, Hans-Werner

Thesis Advisors: Mathematics, Borggaard, Jeffrey T., Herdman, Terry L., Zietsman, Lizette, Day, Martin V.

Témata: uncertainty quantification, parameter identification, elliptic systems, stochastic collocation methods

Popis souboru: application/pdf

Relation: VanWyk_HW_D_2012.pdf

Dostupnost: http://hdl.handle.net/10919/27635
http://scholar.lib.vt.edu/theses/available/etd-05102012-163445/

Smoothing the payoff for efficient computation of basket option prices

Autoři: Bayer, Christian Siebenmorgen, Markus Tempone, Raúl F.

Témata: article, ddc:510, 91G60, 65D30, 65C20, Stochastische Algorithmen und Nichtparametrische Statistik, Volatilitätsschätzung und Risikobewertung, Computational Finance, European Option Pricing, Multivariate approximation and integration, Sparse grids, Stochastic Collocation methods, Monte Carlo and Quasi Monte Carlo methods

Relation: https://doi.org/10.20347/WIAS.PREPRINT.2280

Dostupnost: https://doi.org/10.20347/WIAS.PREPRINT.2280
https://archive.wias-berlin.de/receive/wias_mods_00002349
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00002262/wias_preprints_2280.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2016&number=2280

A quasi-optimal sparse grids procedure for groundwater flows

Autoři: Joakim Beck Fabio Nobile Lorenzo Tamellini a další

Přispěvatelé: Joakim Beck Fabio Nobile Lorenzo Tamellini a další

Témata: Key words, Uncertainty Quantification, PDEs with random data, linear elliptic equations, Darcy equation, lognormal permeability, Karhunen-Loève, Stochastic Collocation methods, Sparse grids approximation

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.364.2446

Dostupnost: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.364.2446

Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison

Autoři: J. Bäck NOBILE, FABIO TAMELLINI, LORENZO a další

Zdroj: Lecture Notes in Computational Science and Engineering ISBN: 9783642153365

Témata: Elliptic equations - Multivariate polynomial approximation - PDEs with random data - Smolyak approximation - Stochastic collocation methods - Stochastic Galerkin methods - Uncertainty quantification, 0101 mathematics, 01 natural sciences

Přístupová URL adresa: https://re.public.polimi.it/handle/11311/608377
https://infoscience.epfl.ch/record/176366
https://repository.kaust.edu.sa/handle/10754/575778
https://link.springer.com/chapter/10.1007%2F978-3-642-15337-2_3
https://rd.springer.com/chapter/10.1007/978-3-642-15337-2_3
http://www.icms.org.uk/downloads/uq/Nobile.pdf
http://www.springerlink.com/content/l36v035313r1gg07
https://hdl.handle.net/11311/608377
https://doi.org/10.1007/978-3-642-15337-2_3

ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS

Autoři: Lorenzo Tamellini Raul Tempone Fabio Nobile a další

Přispěvatelé: Lorenzo Tamellini Raul Tempone Fabio Nobile a další

Zdroj: Mathematical Models and Methods in Applied Sciences. 22

Témata: best M-terms polynomial approximation, stochastic Galerkin methods, stochastic collocation methods, sparse grids, elliptic equations, PDEs with random data, Uncertainty quantification, multivariate polynomial approximation, Smolyak approximation, 0101 mathematics, 01 natural sciences

Přístupová URL adresa: https://infoscience.epfl.ch/record/176370
https://www.mate.polimi.it/biblioteca/add/qmox/23-2011.pdf
https://repository.kaust.edu.sa/handle/10754/562295
https://www.worldscientific.com/doi/abs/10.1142/S0218202512500236
https://hdl.handle.net/11311/685876
https://doi.org/10.1142/S0218202512500236
http://www.worldscientific.com/doi/abs/10.1142/S0218202512500236

MATHICSE Technical Report : Multi-index stochastic collocation for random PDEs

Autoři: Haji Ali, Abdul Lateef Nobile, Fabio Tamellini, Lorenzo a další

Přispěvatelé: Haji Ali, Abdul Lateef Nobile, Fabio Tamellini, Lorenzo a další

Témata: Uncertainty Quantiffication, Random PDEs, Multivariate approximation, Sparse grids, Stochastic Collocation methods, Multilevel methods, Combination technique

Relation: https://infoscience.epfl.ch/record/263551/files/22.2015_AH-FN-LT-RT.pdf; #PLACEHOLDER_PARENT_METADATA_VALUE#; https://infoscience.epfl.ch/handle/20.500.14299/154076

Dostupnost: https://doi.org/10.5075/epfl-MATHICSE-263551
https://infoscience.epfl.ch/handle/20.500.14299/154076
https://hdl.handle.net/20.500.14299/154076

MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

Autoři: Haji Ali, Abdul Lateef Nobile, Fabio Tamellini, Lorenzo a další

Přispěvatelé: Haji Ali, Abdul Lateef Nobile, Fabio Tamellini, Lorenzo a další

Témata: Multilevel, Multi-index Stochastic Collocation, Infinite dimensional integration, Elliptic partial differential equations with random coefficients, Finite element method, Uncertainty Quantification, random partial differential equations, Multivariate approximation, Sparse grids, Stochastic Collocation methods, Multilevel methods, Combination technique

Relation: https://infoscience.epfl.ch/record/263554/files/29.2015_AH-FN-LT-RT.pdf; #PLACEHOLDER_PARENT_METADATA_VALUE#; https://infoscience.epfl.ch/handle/20.500.14299/154086

Dostupnost: https://doi.org/10.5075/epfl-MATHICSE-263554
https://infoscience.epfl.ch/handle/20.500.14299/154086
https://hdl.handle.net/20.500.14299/154086

MATHICSE Technical Report : Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs

Autoři: Nobile, Fabio Tamellini, Lorenzo Tempone, Raúl a další

Přispěvatelé: Nobile, Fabio Tamellini, Lorenzo Tempone, Raúl a další

Témata: Uncertainty Quantication, PDEs with random data, linear elliptic equations, Stochastic Collocation methods, Sparse grids approximation, Leja points, Clenshaw{Curtis points)

Relation: https://infoscience.epfl.ch/record/263229/files/41.2014_FN-LT-RTnew.pdf; #PLACEHOLDER_PARENT_METADATA_VALUE#; https://infoscience.epfl.ch/handle/20.500.14299/153709

Dostupnost: https://doi.org/10.5075/epfl-MATHICSE-263229
https://infoscience.epfl.ch/handle/20.500.14299/153709
https://hdl.handle.net/20.500.14299/153709