Results 201 to 210 of about 767,107 (236)

Computational Aspects of Stochastic Collocation with Multifidelity Models

SIAM/ASA Journal on Uncertainty Quantification, 2014
In this paper we discuss a numerical approach for the stochastic collocation method with multifidelity simulation models. The method we consider was recently proposed in [A. Narayan, C. Gittelson, and D. Xiu, SIAM J. Sci. Comput., 36 (2014), pp. A495--A521] to combine the computational efficiency of low-fidelity models with the high accuracy of high ...
Xueyu Zhu, Akil Narayan, Dongbin Xiu
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A Sparse Grid Stochastic Collocation Discontinuous Galerkin Method for Constrained Optimal Control Problem Governed by Random Convection Dominated Diffusion Equations

Numerical Functional Analysis and Optimization, 2019
A sparse grid stochastic collocation method combined with discontinuous Galerkin method is developed for solving convection dominated diffusion optimal control problem with random coefficients.
L. Ge, T. Sun
semanticscholar   +1 more source

Investigations on the restrictions of stochastic collocation methods for high dimensional and nonlinear engineering applications

Probabilistic Engineering Mechanics, 2022
M. M. Dannert, F. Bensel, A. Fau, R. Fleury, U. Nackenhorst   +4 more
semanticscholar   +1 more source

Stochastic optimization using a sparse grid collocation scheme

Probabilistic Engineering Mechanics, 2009
Abstract In computational sciences, optimization problems are frequently encountered in solving inverse problems for computing system parameters based on data measurements at specific sensor locations, or to perform design of system parameters. This task becomes increasingly complicated in the presence of uncertainties in boundary conditions or ...
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Application of collocation method to stochastic conservation laws

2017
In 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
openaire   +1 more source

Stochastic Reachability Analysis using Sparse-Collocation Method

AIAA SCITECH 2023 Forum, 2023
Amit Jain, Puneet Singla
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Efficient global reliability sensitivity method by combining dimensional reduction integral with stochastic collocation

Reliability Engineering & System Safety
Xiaomin Wu, Zhenzhou Lu
semanticscholar   +1 more source

Stochastic Collocation Method for Uncertainty Propagation

AIAA Guidance, Navigation, and Control Conference, 2012
Bin Jia, Sheng Cai, Yang Cheng, Ming Xin
openaire   +1 more source

Theoretical study and numerical analysis using step spectral collocation method for stochastic M-fractional differential models of simplified Brownian motion within constant delays process

Journal of Applied Mathematics and Computation
Haneen Badawi, O. A. Arqub, N. Shawagfeh
semanticscholar   +1 more source

Applications of Stochastic Collocation Method in Electromagnetic Compatibility

2017
The 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, Šesnić, Silvestar, Šušnjara, Anna, Lallechere, Sebastien, Drissi, Khalil El Khamlichi.   +4 more
openaire   +2 more sources