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Application of collocation method to stochastic conservation laws
2017In this chapter we demonstrate how to apply the methods we presented in the previous chapters to stochastic nonlinear conservations laws. Specifically, since the problem is nonlinear we apply the stochastic collocation method (SCM) using Smolyak’s sparse grid for a one-dimensional piston problem and test its computational performance.
Zhongqiang Zhang, George Em Karniadakis
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Stochastic Collocation Method for Uncertainty Propagation
AIAA Guidance, Navigation, and Control Conference, 2012Bin Jia, Sheng Cai, Yang Cheng, Ming Xin
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Collocation method for stochastic delay differential equations
Probabilistic Engineering Mechanics, 2023Gergo Fodor +2 more
exaly
Applications of Stochastic Collocation Method in Electromagnetic Compatibility
2017The paper reviews the use of deterministic-stochastic models in some electromagnetic compatibility (EMC) applications where the uncertainty in input data set exists. In other words, of interest are cases where some properties of a system are partly or entirely unknown.
Poljak, Dragan +4 more
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A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
SIAM Journal on Numerical Analysis, 2007Ivo Babuska +2 more
exaly
Stochastic Collocation Methods on Unstructured Grids in High Dimensions via Interpolation
SIAM Journal of Scientific Computing, 2012Akil Narayan, Dongbin Xiu
exaly