Výsledky vyhledávání - Stochastic Galerkin methods. Stochastic Collocation methods

Scaling of Intrusive Stochastic Collocation and Stochastic Galerkin Methods for Uncertainty Quantification in Monte Carlo Particle Transport.

Přispěvatelé: Prinja, Anil [UNM]

Zdroj: Conference: Proposed for presentation at the Joint International Conference on Mathematics and Computation (M&C), Supercomputing in Nuclear Applications (SNA) and the Monte Carlo (MC) Method held April 19-23, 2015 in Nashville, TN.

Popis souboru: Medium: ED; Size: 13 p.

Přístupová URL adresa: http://www.osti.gov/scitech/servlets/purl/1331650

A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

Autoři: Babuška, Ivo Nobile, Fabio Tempone, Raúl

Zdroj: SIAM Journal on Numerical Analysis, 2007 Jan 01. 45(3), 1005-1034.

Přístupová URL adresa: https://www.jstor.org/stable/40232851

Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations.

Autoři: Pulch, Roland¹ pulchr@uni-greifswald.de

Zdroj: Journal of Computational & Applied Mathematics. May2014, Vol. 262, p281-291. 11p.

Témata: *STOCHASTIC processes, *COLLOCATION methods, *GALERKIN methods, *LINEAR differential equations, *ALGEBRAIC equations, *PARAMETER estimation

High-Order Collocation Methods for Differential Equations with Random Inputs.

Autoři: Xiu, Dongbin Hesthaven, Jan S.

Zdroj: SIAM Journal on Scientific Computing; 2006, Vol. 27 Issue 3, p1118, 22p, 2 Charts, 7 Graphs

Témata: COLLOCATION methods, DIFFERENTIAL equations, PREDICATE calculus, PARTIAL differential equations, GALERKIN methods, NUMERICAL analysis, STOCHASTIC convergence

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

Zdroj: Mathematical Models & Methods in Applied Sciences. Sep2012, Vol. 22 Issue 9, p1250023-1-1250023-33. 33p. 2 Charts, 8 Graphs.

Témata: *POLYNOMIALS, *APPROXIMATION theory, *MULTIVARIATE analysis, *ELLIPTIC equations, *GALERKIN methods, *PARAMETER estimation, *ERROR analysis in mathematics

Wavelets Galerkin method for solving stochastic heat equation.

Autoři: Heydari, M.H. Hooshmandasl, M.R. Barid Loghmani, Gh. a další

Zdroj: International Journal of Computer Mathematics. Sep2016, Vol. 93 Issue 9, p1579-1596. 18p.

Témata: Wavelets (Mathematics), Galerkin methods, Stochastic analysis, Numerical solutions to heat equation, Computational complexity, Set theory

Recent developments in stabilized Galerkin and collocation meshfree methods.

Autoři: Jiun-Shyan Chen Sheng-Wei Chi Hsin-Yun Hu

Zdroj: Computer Assisted Mechanics & Engineering Sciences. 2011, Vol. 18 Issue 1/2, p3-21. 19p.

Témata: Meshfree methods, Galerkin methods, Mathematical functions, Polynomials, Algebra, Stochastic convergence, Finite element method

Scattering From Two-Dimensional Objects of Varying Shape Combining the Method of Moments With the Stochastic Galerkin Method.

Autoři: Zubac, Zdravko De Zutter, Daniel Vande Ginste, Dries

Zdroj: IEEE Transactions on Antennas & Propagation. Sep2014, Vol. 62 Issue 9, p4852-4856. 5p.

Témata: SCATTERING (Physics), MOMENTS method (Statistics), GALERKIN methods, COLLOCATION methods, RADAR cross sections

A Higher-order Block Method for Numerical Approximation of Third-order Boundary Value Problems in ODEs.

Autoři: Familua, Adefunke Bosede Omole, Ezekiel Olaoluwa Ukpebor, Luke Azeta

Zdroj: Journal of Nigerian Society of Physical Sciences; Aug2022, Vol. 4 Issue 3, p1-9, 9p

Témata: BOUNDARY value problems, COLLOCATION methods, STOCHASTIC convergence, NONLINEAR theories, ORDINARY differential equations

Performance Comparison of the SGM and the SCM in EMC Simulation.

Autoři: Bai, Jinjun Zhang, Gang Wang, Di a další

Zdroj: IEEE Transactions on Electromagnetic Compatibility. Dec2016, Vol. 58 Issue 6, p1739-1746. 8p.

Témata: *STOCHASTIC processes, *MONTE Carlo method, GALERKIN methods, COLLOCATION methods, ELECTROMAGNETIC compatibility, POLYNOMIAL chaos, SIMULATION software

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

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

Stochastic Galerkin-collocation splitting for PDEs with random parameters

Autoři: Jahnke, Tobias Stein, Benny

Témata: ddc:510, splitting methods, spectral methods, sparse grids, (generalized) polynomial chaos, Lugiato-Lefever equation, nonlinear Schrödinger equation, stochastic Galerkin method, stochastic collocation, Mathematics, Uncertainty quantification

Popis souboru: application/pdf

Přístupová URL adresa: https://publikationen.bibliothek.kit.edu/1000086905
https://publikationen.bibliothek.kit.edu/1000086905/18769665
http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:swb:90-869057
https://doi.org/10.5445/IR/1000086905
https://publikationen.bibliothek.kit.edu/1000086905/18769665
https://publikationen.bibliothek.kit.edu/1000086905

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

A multi-fidelity stochastic collocation method using locally improved reduced-order models

Autoři: Raissi, Maziar Seshaiyer, Padmanabhan

Témata: FOS: Mathematics, Mathematics - Numerical Analysis, Numerical Analysis (math.NA), 0101 mathematics, 01 natural sciences

Přístupová URL adresa: http://arxiv.org/abs/1306.0132

A multi-fidelity stochastic collocation method for parabolic PDEs with random input data

Autoři: Raissi, Maziar Seshaiyer, Padmanabhan

Témata: FOS: Mathematics, Mathematics - Numerical Analysis, Numerical Analysis (math.NA), 0101 mathematics, 01 natural sciences

Přístupová URL adresa: http://arxiv.org/abs/1306.0554

A multiscale probabilistic collocation method for subsurface flow in heterogeneous media.

Autoři: Shi, Liangsheng Zhang, Dongxiao Lin, Lin a další

Zdroj: Water Resources Research; 2010, Vol. 46 Issue 11, pn/a-n/a, 18p

Témata: MULTISCALE modeling, COLLOCATION methods, UNDERGROUND areas, STOCHASTIC analysis, PROBABILISTIC inference, STOCHASTIC differential equations, FINITE element method, HETEROGENEITY

Muti-fidelity Stochastic Collocation methods using Model Reduction techniques

Autoři: Raissi, Maziar Seshaiyer, Padmanabhan

Přispěvatelé: Raissi, Maziar Seshaiyer, Padmanabhan

Témata: Stochastic Partial Differential Equations, Smolyak Algorithm, Statistics, Proper Orthogonal Decomposition, FOS: Mathematics, Sparse Grids, Stochastic Collocation, Finite Element, Applied mathematics, Mathematics

Popis souboru: application/pdf

ADAPTIVE NONINTRUSIVE RECONSTRUCTION OF SOLUTIONS TO HIGH-DIMENSIONAL PARAMETRIC PDEs.

Autoři: EIGEL, MARTIN FARCHMIN, NANDO HEIDENREICH, SEBASTIAN a další

Zdroj: SIAM Journal on Scientific Computing. 2023, Vol. 45 Issue 2, pA457-A479. 23p.

Témata: *STOCHASTIC analysis, *GALERKIN methods, *FINITE element method, *MONTE Carlo method, *COLLOCATION methods

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