Results 31 to 40 of about 1,952 (235)
SIMPLEX STOCHASTIC COLLOCATION FOR PIECEWISE SMOOTH FUNCTIONS WITH KINKS [PDF]
International Journal for Uncertainty Quantification, 2020 Most approximation methods in high dimensions exploit smoothness of the function being approximated. These methods provide poor convergence results for non-smooth functions with kinks. For example, such kinks can arise in the uncertainty quantification of quantities of interest for gas networks.
Fuchs, Barbara, Garcke, Jochen
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Mathematics, 2022 In this study, we consider a nonlinear system of three connected delay differential neoclassical growth models along with stochastic effect and additive white noise, which is influenced by stochastic perturbation.
Ishtiaq Ali, Sami Ullah Khan
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Hybrid Stochastic Finite Element Method for Mechanical Vibration Problems
Shock and Vibration, 2015 We present and analyze a new hybrid stochastic finite element method for solving eigenmodes of structures with random geometry and random elastic modulus.
Harri Hakula, Mikael Laaksonen
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Sensors, 2016 The efficiency of a wireless power transfer (WPT) system in the radiative near-field is inevitably affected by the variability in the design parameters of the deployed antennas and by uncertainties in their mutual position.
Marco Rossi +3 more
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Results in Applied Mathematics, 2022 In this article, we present a numerical method to approximate for solving nonlinear Stochastic Itô–Volterra integral equations. This method is based on the modification of hat functions (MHFs) that introduce an operational matrix of integration.
Fatemeh Sharafi, Behrooz Basirat
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Numerical Solution of Nonlinear Backward Stochastic Volterra Integral Equations
Axioms, 2023 This work uses the collocation approximation method to solve a specific type of backward stochastic Volterra integral equations (BSVIEs). Using Newton’s method, BSVIEs can be solved using block pulse functions and the corresponding stochastic operational
Mahvish Samar +2 more
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A stochastic collocation method for stochastic Volterra equations of the second kind [PDF]
Journal of Integral Equations and Applications, 2015 This work describes and analyzes a stochastic collocation method for stochastic Volterra integral equations (SVIEs) of the second kind with random forcing terms. A collocation method is used in temporal direction, and a spectral collocation method is used in the stochastic dimension, which lead to an uncoupled linear system associated with the ...
Cao, Yanzhao, Zhang, Ran
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A Stochastic Collocation Algorithm for Uncertainty Analysis [PDF]
, 2003 This report describes a stochastic collocation method to adequately handle a physically intrinsic uncertainty in the variables of a numerical simulation.
Lionel Mathelin, M. Yousuff Hussaini
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IEEE Access, 2017 A novel nonintrusive statistical approach, known as the stochastic reduced order model (SROM) method, is applied to efficiently estimate the statistical information of the terminal response (i.e., the induced current) in transmission lines excited by a ...
Zhouxiang Fei +3 more
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Stochastic Galerkin-collocation splitting for PDEs with random parameters [PDF]
, 2018 We propose a numerical method for time-dependent, semilinear partial differential equations (PDEs) with random parameters and random initial data. The method is based on an operator splitting approach.
Stein, Benny, Jahnke, Tobias
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