Results 11 to 20 of about 1,952 (235)
Multi-Index Stochastic Collocation for random PDEs [PDF]
Computer Methods in Applied Mechanics and Engineering, 2016 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 combination technique based on mixed differences of spatial approximations and quadratures over the space of random data.
AL HajiAli +3 more
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A multilevel stochastic collocation method for SPDEs [PDF]
AIP Conference Proceedings, 2015 We present a multilevel stochastic collocation method that, as do multilevel Monte Carlo methods, uses a hierarchy of spatial approximations to reduce the overall computational complexity when solving partial differential equations with random inputs.
Max Gunzburger +3 more
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On solving stochastic collocation systems with algebraic multigrid [PDF]
IMA Journal of Numerical Analysis, 2010 Stochastic collocation methods facilitate the numerical solution of partial differential equations (PDEs) with random data and give rise to long sequences of similar linear systems. When elliptic PDEs with random diffusion coefficients are discretized with mixed finite element methods in the physical domain we obtain saddle point systems.
Gordon, Andrew D. +1 more
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Fully Legendre spectral collocation technique for stochastic heat equations [PDF]
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
doaj +2 more sources
Stochastic collocation for correlated inputs [PDF]
Proceedings of the 1st International Conference on Uncertainty Quantification in Computational Sciences and Engineering (UNCECOMP 2015), 2015 Stochastic Collocation (SC) has been studied and used in different disciplines for Uncertainty Quantification (UQ). The method consists of computing a set of appropriate points, called collocation points, and then using Lagrange interpolation to ...
M.I. Navarro Jimenez (Maria) +2 more
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A Simple Collocation-Type Approach to Numerical Stochastic Homogenization [PDF]
Multiscale Modeling & SimulationAccepted for publication in Multiscale Modeling & ...
Moritz Hauck +2 more
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Positive Stochastic Collocation for the Collocated Local Volatility Model
, 2021 This paper presents how to apply the stochastic collocation technique to assets that can not move below a boundary. It shows that the polynomial collocation towards a lognormal distribution does not work well. Then, the potentials issues of the related collocated local volatility model (CLV) are explored. Finally, a simple analytical expression for the
Floc'h, Fabien Le +1 more
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Frontiers in Materials, 2022 Uncertainty quantification (UQ) plays a major role in verification and validation for computational engineering models and simulations, and establishes trust in the predictive capability of computational models.
Anh Tran , Tim Wildey , Hojun Lim
doaj +1 more source
Simplex-stochastic collocation method with improved scalability [PDF]
Journal of Computational Physics, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Edeling, Wouter N. +2 more
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On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion [PDF]
, 2020 Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown.
Sprungk, Björn +3 more
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