Results 11 to 20 of about 767,107 (236)
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 [PDF]
Computers and Mathematics with Applications, 2020 We consider an elliptic partial differential equation with a random diffusion parameter discretized by a stochastic collocation method in the parameter domain and a finite element method in the spatial domain. We prove for the first time convergence of a stochastic collocation algorithm which adaptively enriches the parameter space as well as refines ...
Feischl, Michael, Scaglioni, Andrea
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IEEE Access, 2019 Due to the increasing uncertainty brought about by renewable energy, conventional deterministic dispatch approaches have not been very applicative. This paper investigates a nested sparse grid-based stochastic collocation method (NS-SCM) as a possible ...
Zhilin Lu +3 more
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A Simple Collocation-Type Approach to Numerical Stochastic Homogenization
Multiscale Modeling & SimulationAccepted for publication in Multiscale Modeling & ...
Hauck, Moritz +2 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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An hp‐adaptive multi‐element stochastic collocation method for surrogate modeling with information re‐use [PDF]
International Journal for Numerical Methods in Engineering, 2022 This article introduces an hp$$ hp $$ ‐adaptive multi‐element stochastic collocation method, which additionally allows to re‐use existing model evaluations during either h$$ h $$ ‐ or p$$ p $$ ‐refinement. The collocation method is based on weighted Leja
Armin Galetzka +4 more
semanticscholar +1 more source
Comparing multi-index stochastic collocation and multi-fidelity stochastic radial basis functions for forward uncertainty quantification of ship resistance [PDF]
Engineering computations, 2021 This paper presents a comparison of two multi-fidelity methods for the forward uncertainty quantification of a naval engineering problem. Specifically, we consider the problem of quantifying the uncertainty of the hydrodynamic resistance of a roll-on ...
Chiara Piazzola +5 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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Journal of thermal stresses, 2023 Thermal buckling and vibration behaviors of functionally graded (FG) sandwich microplates are investigated by using a unified higher-order shear deformation theory and stochastic collocation (SC) method.
Van-Thien Tran +3 more
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Convergence of a stochastic collocation finite volume method for the compressible Navier-Stokes system [PDF]
The Annals of Applied Probability, 2021 We propose a stochastic collocation method based on the piecewise constant interpolation on the probability space combined with a finite volume method to solve the compressible Navier-Stokes system at the nodal points.
E. Feireisl +1 more
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