Results 161 to 170 of about 720 (191)
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The convergence problem of collocation solutions in the framework of the stochastic interpretation
Journal of Geodesy, 2010The convergence of the collocation solution to the true gravity field is a problem defined long ago; some results were derived, in particular by T. Krarup, already in 1981. The problem is taken up again in the context of the stochastic interpretation of collocation theory and some new results are derived, showing that, when the potential T can be ...
SANSO', FERNANDO, VENUTI, GIOVANNA
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Collocation methods for nonlinear stochastic Volterra integral equations
Computational and Applied Mathematics, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xiaoli Xu, Yu Xiao, Haiying Zhang
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Global Sensitivity Analysis for Stochastic Collocation
51st AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference<BR> 18th AIAA/ASME/AHS Adaptive Structures Conference<BR> 12th, 2010Non-intrusive stochastic expansion methods for uncertainty quantication (UQ) has received a great deal of attention the past decade because of their rigorous mathematical foundations and their ability to e ciently accurately characterize the probablilistic metrics of complex engineering systems.
Gary Tang +2 more
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Stochastic Projection and Collocation
2018This chapter is concerned with expansions of functions of random variables in terms of common random variables. The chapter covers spectral expansions (polynomial chaos methods) and computational realizations of this using quadrature, collocation, and Galerkin projection. Sparse quadratures are also discussed to evaluate multiple dimensional integrals.
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Unscented transform and stochastic collocation methods for stochastic electromagnetic compatibility
CEM'11 Computational Electromagnetics International Workshop, 2011This paper deals with the current growing interest concerning the use of stochastic techniques for electromagnetic compatability (EMC) issues. Various methods allow to face this problem: obviously, we may focus on the Monte Carlo (MC) formalism but other techniques have been implemented more recently (the unscented transform, UT, or stochastic ...
Sebastien Lallechere +3 more
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Stochastic boundary collocation and spectral methods for solving PDEs
Monte Carlo Methods and Applications, 2012We develop a stochastic boundary method (SBM) which can be considered as a randomized version of the method of fundamental solutions (MFS). We suggest solving the large system of linear equations for the weights in the expansion over the fundamental solutions by a randomized SVD method introduced by Sabelfeld and Mozartova (2011).
Karl Sabelfeld, Nadezhda Mozartova
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A Fast Collocation Method for Solving Stochastic Integral Equations
SIAM Journal on Numerical Analysis, 2009Based on sparse grid multiscale piecewise polynomial bases, we develop a fast collocation method for solving Fredholm integral equations of the second kind with stochastic loading terms. It is proved that the proposed method preserves the optimal rate of convergence and has linear (up to a logarithmic factor) computational complexity.
Yanzhao Cao, Bin Wu, Yuesheng Xu
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Decoupling power system state estimation by means of stochastic collocation
2010 IEEE Instrumentation & Measurement Technology Conference Proceedings, 2010This paper presents a new approach to the problem of system decoupling in a power-system state estimation problem. The complexity of power systems is growing, thus challenging the way measurements for state estimation are traditionally managed. Following a previous experience in defining a decentralized solution for state estimation, the authors here ...
Andrea Benigni +5 more
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An h-adaptive stochastic collocation method for stochastic EMC/EMI analysis
2010 IEEE Antennas and Propagation Society International Symposium, 2010The analysis of electromagnetic compatibility and interference (EMC/EMI) phenomena is often fraught by randomness in a system's excitation (e.g., the amplitude, phase, and location of internal noise sources) or configuration (e.g., the routing of cables, the placement of electronic systems, component specifications, etc.).
Abdulkadir C Yucel +2 more
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On the Various Applications of Stochastic Collocation in Computational Electromagnetics
2018The application of deterministic-stochastic models in some areas of computational electromagnetics is presented. Namely, in certain problems there is an uncertainty in the input data set as some system properties are partly or entirely unknown. Thus, a simple stochastic collocation (SC) method is used to determine the relevant statistics about the ...
Dragan Poljak +7 more
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