Results 21 to 30 of about 1,952 (235)
Risks, 2022 We propose an accurate data-driven numerical scheme to solve stochastic differential equations (SDEs), by taking large time steps. The SDE discretization is built up by means of the polynomial chaos expansion method, on the basis of accurately determined
Shuaiqiang Liu +2 more
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The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions [PDF]
, 2018 In this article, we propose an efficient approach for inverting computationally expensive cumulative distribution functions. A collocation method, called the Stochastic Collocation Monte Carlo sampler (SCMC sampler), within a polynomial chaos expansion ...
Witteveen, Jeroen +3 more
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Assessing the Structural Performance of Biodegradable Capsules
Applied Sciences, 2023 Biodegradable materials pose challenges over all aspects of computational mechanics. In this study, the focus is on the resulting domain uncertainty. Model structures or devices are shells of revolution subject to random variation of the outer surface ...
Harri Hakula
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A Stochastic Collocation Method based on Sparse Grids for a Stochastic Stokes-Darcy Model [PDF]
, 2022 In this paper, we develop a sparse grid stochastic collocation method to improve the computational efficiency in handling the steady Stokes-Darcy model with random hydraulic conductivity.
Ming, Ju +3 more
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An Adaptive WENO Collocation Method for Differential Equations with Random Coefficients
Mathematics, 2016 The stochastic collocation method for solving differential equations with random inputs has gained lots of popularity in many applications, since such a scheme exhibits exponential convergence with smooth solutions in the random space.
Wei Guo +3 more
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IEEE Access, 2020 Semiconductor fabrication technologies as applies to the nanometer-era paradigms of nowadays have rendered uncertainty quantification analyses through component-level parameters compulsory and indispensable. Frequency responses of CMOS active filters are
Mecit Emre Duman, Onder Suvak
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Shock and Vibration, 2018 Numerical simulation of thin solids remains one of the challenges in computational mechanics. The 3D elasticity problems of shells of revolution are dimensionally reduced in different ways depending on the symmetries of the configurations resulting in ...
Harri Hakula +2 more
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Известия Иркутского государственного университета: Серия "Математика", 2022 The polynomial spline collocation method is proposed for solution of Volterra integral equations of the first kind with special piecewise continuous kernels.
Aleksandr Tynda +2 more
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Kernel-based stochastic collocation for the random two-phase navier-stokes equations [PDF]
, 2022 S.471-492In this work, we apply stochastic collocation methods with radial kernel basis functions for an uncertainty quantification of the random incompressible two-phase Navier-Stokes equations. Our approach is nonintrusive and we use the existing fluid
Griebel, Michael +2 more
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Numerical analysis of stochastic SIR model by Legendre spectral collocation method
Advances in Mechanical Engineering, 2019 This article represents Legendre spectral collocation method based on Legendre polynomials to solve a stochastic Susceptible, infected, Recovered (SIR) model.
Sami Ullah Khan, Ishtiaq Ali
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