Results 1 to 10 of about 720 (191)
Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints [PDF]
SIAM Journal on Control and Optimization, 2012 We discuss the use of stochastic collocation for the solution of optimal control problems which are constrained by stochastic partial differential equations (SPDE). Thereby the constraining SPDE depends on data which is not deterministic but random. Assuming a deter- ministic control, randomness within the states of the input data will propagate to the
Hanne Tiesler +3 more
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Convergence of adaptive stochastic collocation with finite elements
Computers & Mathematics with Applications, 2021 36 pages, 9 ...
Michael Feischl, Andrea Scaglioni
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Stochastic collocation with kernel density estimation [PDF]
Computer Methods in Applied Mechanics and Engineering, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Elman, Howard C., Miller, Christopher W.
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Engineering with Computers, 2017 We propose a new surrogate modeling approach by combining two non-intrusive techniques: Kriging and Stochastic Collocation. The proposed method relies on building a sufficiently accurate Stochastic Collocation model which acts as a basis to construct a Kriging model on the residuals, to combine the accuracy and efficiency of Stochastic Collocation ...
Arun Kaintura +5 more
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Stochastic Collocation Applications in Computational Electromagnetics [PDF]
Mathematical Problems in Engineering, 2018 The paper reviews the application of deterministic-stochastic models in some areas of computational electromagnetics. Namely, in certain problems there is an uncertainty in the input data set as some properties of a system are partly or entirely unknown.
Dragan Poljak +6 more
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A numerical approach to solve the stochastic Allen-Cahn equation of fractional order [PDF]
Mathematics and Computational Sciences, 2021 In this paper, we employ a collocation method based on Legendre polynomials (LPs) to solve the time-fractional stochastic Allen-Cahn equation. This method is applied to convert the solution of this stochastic equation to the solution of a nonlinear ...
Afshin Babaei, Seddigheh Banihashemi
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Solving Stochastic Nonlinear Poisson-Boltzmann Equations Using a Collocation Method Based on RBFs
Mathematics, 2023 In this paper, we present a numerical scheme based on a collocation method to solve stochastic non-linear Poisson–Boltzmann equations (PBE). This equation is a generalized version of the non-linear Poisson–Boltzmann equations arising from a form of ...
Samaneh Mokhtari +4 more
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Stochastic Collocation on Unstructured Multivariate Meshes [PDF]
Communications in Computational Physics, 2015 29 pages, 6 ...
Narayan, Akil, Zhou, Tao
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Multi-quadric collocation model of horizontal crustal movement [PDF]
Solid Earth, 2016 To establish the horizontal crustal movement velocity field of the Chinese mainland, a Hardy multi-quadric fitting model and collocation are usually used.
G. Chen, A. Zeng, F. Ming, Y. Jing
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Fully Legendre spectral collocation technique for stochastic heat equations
Open Physics, 2021 For the stochastic heat equation (SHE), a very accurate spectral method is considered. To solve the SHE, we suggest using a shifted Legendre Gauss–Lobatto collocation approach in combination with a shifted Legendre Gauss–Radau collocation technique.
Abdelkawy Mohamed A. +3 more
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