Výsledky vyhledávání - "Stochastic Collocation Methods"

Multi-Index Stochastic Collocation for random PDEs Autor 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. MISC is a…”
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Uncertainty quantification of viscoelastic parameters in arterial hemodynamics with the a-FSI blood flow model Autor Bertaglia, Giulia, Caleffi, Valerio, Pareschi, Lorenzo, Valiani, Alessandro

“…•Effects of uncertainties of elastic and viscoelastic parameters of FSI in arteries.•Innovative asymptotic preserving IMEX finite volume stochastic collocation…”
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Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients Autor 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 Autor 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 Efficient and Accurate Penalty-projection Eddy Viscosity Algorithm for Stochastic Magnetohydrodynamic Flow Problems Autor 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 Autor Li, Jichun, Fang, Zhiwei, Lin, Guang

“…In this paper we develop and analyze the stochastic collocation method for solving the time-dependent metamaterial Maxwell’s equations subject to random…”
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Uncertainty quantification in Discrete Fracture Network models: Stochastic fracture transmissivity Autor 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 Autor 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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Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity Autor Haji-Ali, Abdul-Lateef, Nobile, Fabio, Tamellini, Lorenzo, Tempone, Raúl

“…We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDE) with…”
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A SPARSE COMPOSITE COLLOCATION FINITE ELEMENT METHOD FOR ELLIPTIC SPDEs Autor BIERI, MARCEL

“…This work presents a stochastic collocation method for solving elliptic PDEs with random coefficients and forcing term which are assumed to depend on a finite…”
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Uncertainty analysis of the specific absorption rate induced in a phantom using a stochastic spectral collocation method Autor Aiouaz, Ouanès, Lautru, David, Wong, Man-Fai, Conil, Emmanuelle, Gati, Azeddine, Wiart, Joe, Hanna, Victor Fouad

“…Uncertainty analysis of human exposure to radio waves is studied with a spectral approach of stochastic collocation methods. This approach allows determining…”
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Variability on the Propagation of a Plane Wave Using Stochastic Collocation Methods in a Bio Electromagnetic Application Autor 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…”
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Efficient global reliability sensitivity method by combining dimensional reduction integral with stochastic collocation Autor Wu, Xiaomin, Lu, Zhenzhou

“…Defined as the mean square difference between unconditional failure probability (FP) and conditional FP on fixed input realization, global reliability…”
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Stochastic collocation for optimal control problems with stochastic PDE constraints by meshless techniques Autor Huang, Fenglin, Chen, Yanping, Chen, Yuefen, Sun, Hui

“…In this paper, we investigate the stochastic collocation method with meshless techniques for an optimal control problem of elliptic equations with random…”
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Stochastic analysis of a single-rotor to quantify the effect of RPS variation on noise of hovering multirotors Autor Kim, Dongwook, Ko, Jeongwoo, Saravanan, Vignesh, Lee, Soogab

“…Multirotor drone generally controls its attitude and position through the variation of the angular speed of each rotor, which makes the sound signature from it…”
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A novel and efficient stochastic collocation method for estimating failure probability function in one-dimensional reduced space Autor Chen, Zhuangbo, Lu, Zhenzhou, Feng, Kaixuan, Li, Hengchao, Yan, Yuhua

“…•Failure probability function is equivalently expressed in one-dimensional reduced space.•A unified density weight function, which is independent of…”
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Stochastic analysis of the impact of freestream conditions on the aerodynamics of a rectangular 5:1 cylinder Autor Mariotti, A., Salvetti, M.V., Shoeibi Omrani, P., Witteveen, J.A.S.

“…•Benchmark on the aerodynamics of a 5:1 rectangular cylinder (BARC).•Stochastic analysis of the impact of uncertainties in the freestream…”
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Experimental and stochastic analysis of lyophilisation Autor Ravnik, J., Ramšak, M., Zadravec, M., Kamenik, B., Hriberšek, M.

“…[Display omitted] The development of the freeze-drying processes through the use of a combination of targeted experiments and the application of…”
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Quantile-based sequential optimization and reliability assessment method under random and interval hybrid uncertainty Autor Li, Xinglin, Lu, Zhenzhou, Wei, Ning

“…Under random and interval hybrid uncertainties, solving hybrid reliability based design optimization (HRBDO) can acquire an optimal balance between structural…”
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Polynomial Chaos Expansion for Parametric Problems in Engineering Systems: A Review Autor Shen, Danfeng, Wu, Hao, Xia, Bingqing, Gan, Deqiang

“…In engineering systems with uncertain parameters, it is crucial for system analysis and control to analyze the relationship between these uncertain parameters…”
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