Results 51 to 60 of about 767,107 (236)
Adaptive Stochastic Collocation on Sparse Grids [PDF]
PAMM, 2012 AbstractWe consider Partial Differential Equations (PDEs) with random parameters, solved by adaptive stochastic collocation. Our research studies common error indicators compared to adjoint based error estimates extended to the stochastic framework. We show that such estimates are able to detect the true error very accurately and suggest to replace the
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Kernel-based stochastic collocation for the random two-phase Navier-Stokes equations
, 2018 In 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.
Griebel, Michael +2 more
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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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A Study of The Stochastic Burgers’ Equation Using The Dynamical Orthogonal Method
Axioms, 2023 In the current work, the stochastic Burgers’ equation is studied using the Dynamically Orthogonal (DO) method. The DO presents a low-dimensional representation for the stochastic fields. Unlike many other methods, it has a time-dependent property on both
Mohamed El-Beltagy +2 more
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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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, 1930 In this article we consider one-dimensional random systems of hyperbolic conservation laws. We first establish existence and uniqueness of random entropy admissible solutions for initial value problems of conservation laws which involve random initial ...
Jan Giesselmann +33 more
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Radiation Transport in Random Media With Large Fluctuations
EPJ Web of Conferences, 2017 Neutral particle transport in media exhibiting large and complex material property spatial variation is modeled by representing cross sections as lognormal random functions of space and generated through a nonlinear memory-less transformation of a ...
Olson Aaron, Prinja Anil, Franke Brian
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Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II
Risks, 2019 This paper explores the stochastic collocation technique, applied on a monotonic spline, as an arbitrage-free and model-free interpolation of implied volatilities. We explore various spline formulations, including B-spline representations. We explain how
Fabien Le Floc’h +1 more
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Greedy nonlinear autoregression for multifidelity computer models at different scales
Energy and AI, 2020 Although the popular multi-fidelity surrogate models, stochastic collocation and nonlinear autoregression have been applied successfully to multiple benchmark problems in different areas of science and engineering, they have certain limitations.
W. Xing +4 more
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Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures
SIAM Journal on Scientific Computing, 2017 25 pages, 8 ...
Guo, Ling +3 more
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