Results 1 to 10 of about 1,952 (235)
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
Tobias Preusser +2 more
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Convergence of adaptive stochastic collocation with finite elements [PDF]
Computers and Mathematics With Applications, 2021 36 pages, 9 ...
Michael Feischl, Andrea Scaglioni
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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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Analytic regularity and stochastic collocation of high-dimensional Newton iterates. [PDF]
Adv Comput Math, 2020 In this paper we introduce concepts from uncertainty quantification (UQ) and numerical analysis for the efficient evaluation of stochastic high dimensional Newton iterates. In particular, we develop complex analytic regularity theory of the solution with respect to the random variables. This justifies the application of sparse grids for the computation
Castrillón-Candás JE, Kon M.
europepmc +5 more sources
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.
Howard Elman
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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 ...
Ivo Couckuyt, Tom Dhaene
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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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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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