Search Results - "Stochastic Collocation Methods"

Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design by Beck, Joakim, Mansour Dia, Ben, Espath, Luis, Tempone, Raúl

“…Summary An optimal experimental set‐up maximizes the value of data for statistical inferences. The efficiency of strategies for finding optimal experimental…”
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Investigations on the restrictions of stochastic collocation methods for high dimensional and nonlinear engineering applications by Dannert, Mona M., Bensel, Fynn, Fau, Amelie, Fleury, Rodolfo M.N., Nackenhorst, Udo

“… It is known in the scientific community that global stochastic collocation methods using isotropic sparse grids are very efficient for simple problems but can become computationally expensive…”
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Topology optimization considering material and geometric uncertainties using stochastic collocation methods by Lazarov, Boyan S., Schevenels, Mattias, Sigmund, Ole

“…The aim of this paper is to introduce the stochastic collocation methods in topology optimization for mechanical systems with material and geometric uncertainties…”
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Bi-fidelity stochastic collocation methods for epidemic transport models with uncertainties by Giulia Bertaglia, Liu Liu, Lorenzo Pareschi, Xueyu Zhu

“…Uncertainty in data is certainly one of the main problems in epidemiology, as shown by the recent COVID-19 pandemic. The need for efficient methods capable of…”
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Comparison Between Reduced Basis and Stochastic Collocation Methods for Elliptic Problems by Chen, Peng, Quarteroni, Alfio, Rozza, Gianluigi

“…The stochastic collocation method (Babuška et al. in SIAM J Numer Anal 45(3):1005–1034, 2007 ; Nobile et al. in SIAM J Numer Anal 46…”
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Microstructure-Sensitive Uncertainty Quantification for Crystal Plasticity Finite Element Constitutive Models Using Stochastic Collocation Methods by Tran, Anh, Wildey, Tim, Lim, Hojun

“…Uncertainty quantification (UQ) plays a major role in verification and validation for computational engineering models and simulations, and establishes trust…”
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Stochastic Collocation Methods on Unstructured Grids in High Dimensions via Interpolation by Narayan, Akil, Xiu, Dongbin

“…In this paper we propose a method for conducting stochastic collocation on arbitrary sets of nodes. To accomplish this, we present the framework of least…”
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Robust Topology Optimization Based on Stochastic Collocation Methods under Loading Uncertainties by Lin, Yi, Ma, Z.-D., Chen, Xiaokai, Zhao, Qinghai

“… The stochastic collocation method combined with full tensor product grid and Smolyak sparse grid transforms the robust formulation into a weighted multiple loading deterministic problem at the collocation points…”
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Variability on the Propagation of a Plane Wave Using Stochastic Collocation Methods in a Bio Electromagnetic Application by Silly-Carette, J., Lautru, D., Wong, M.-F., Gati, A., Wiart, J., Fouad Hanna, V.

“…In this letter, the uncertainties on the angles of propagation of a plane wave in a bio electromagnetic application are studied using two non intrusive stochastic collocation methods…”
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Multi-Index Stochastic Collocation for random PDEs by Haji-Ali, Abdul-Lateef, Nobile, Fabio, Tamellini, Lorenzo, Tempone, Raúl

“…In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data…”
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Uncertainty quantification of viscoelastic parameters in arterial hemodynamics with the a-FSI blood flow model by Bertaglia, Giulia, Caleffi, Valerio, Pareschi, Lorenzo, Valiani, Alessandro

“…•Innovative asymptotic preserving IMEX finite volume stochastic collocation method.•Less sensitivity of flow rate and velocity relative to pressure and area…”
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Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients by Nobile, F., Tempone, Raul

“…We consider the problem of numerically approximating statistical moments of the solution of a time‐dependent linear parabolic partial differential equation…”
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IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains by Beck, Joakim, Tamellini, Lorenzo, Tempone, Raúl

“…This paper proposes an extension of the Multi-Index Stochastic Collocation (MISC) method for forward uncertainty quantification (UQ) problems in computational…”
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An Electromagnetic Compatibility Problem via Unscented Transform and Stochastic Collocation Methods by Lalléchère, S, Bonnet, P, I. El Baba, Paladian, F

“…This paper aims to illustrate the current interest about the use of stochastic techniques for electromagnetic compatibility (EMC) issues. This problem may be…”
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An Efficient and Accurate Penalty-projection Eddy Viscosity Algorithm for Stochastic Magnetohydrodynamic Flow Problems by Mohebujjaman, Muhammad, Miranda, Julian, Mahbub, Md. Abdullah Al, Xiao, Mengying

“…We propose, analyze, and test a penalty projection-based robust efficient and accurate algorithm for the Uncertainty Quantification (UQ) of the time-dependent…”
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Regularity analysis of metamaterial Maxwell’s equations with random coefficients and initial conditions by Li, Jichun, Fang, Zhiwei, Lin, Guang

“…In this paper we develop and analyze the stochastic collocation method for solving the time-dependent metamaterial…”
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Uncertainty quantification in Discrete Fracture Network models: Stochastic fracture transmissivity by Berrone, S., Canuto, C., Pieraccini, S., Scialò, S.

“…We consider flows in fractured media, described by Discrete Fracture Network (DFN) models. We perform an Uncertainty Quantification analysis, assuming the…”
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Smoothing the payoff for efficient computation of Basket option prices by Bayer, Christian, Siebenmorgen, Markus, Tempone, Raul

“…We consider the problem of pricing basket options in a multivariate Black-Scholes or Variance-Gamma model. From a numerical point of view, pricing such options…”
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Bi-fidelity stochastic collocation methods for epidemic transport models with uncertainties by Bertaglia, Giulia, Liu, Liu, Pareschi, Lorenzo, Zhu, Xueyu

“…Uncertainty in data is certainly one of the main problems in epidemiology, as shown by the recent COVID-19 pandemic. The need for efficient methods capable of…”
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Advanced Stochastic Collocation Methods for Polynomial Chaos in RAVEN by Talbot, Paul W

“…As experiment complexity in fields such as nuclear engineering continually increases, so does the demand for robust computational methods to simulate them. In…”
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