Results 81 to 90 of about 1,952 (235)
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data [PDF]
, 2010 This work proposes and analyzes a stochastic collocation method for solving elliptic partial differential equations with random coefficients and forcing terms. These input data are assumed to depend on a finite number of random variables.
I. Babuška +4 more
core +1 more source
ESAIM: Proceedings and Surveys, 2014 In this work, we present a numerical analysis of a method which combines a deterministic and a probabilistic approaches to quantify the migration of a contaminant, under the presence of uncertainty on the permeability of the porous ...
Erhel Jocelyne +2 more
doaj +1 more source
PLANTS, PEOPLE, PLANET, EarlyView.Biodiversity is threatened by human activities, with extinction debt accumulating rapidly. Many of these activities change the connectivity of populations, fragmenting existing population systems or bringing previously isolated populations or species into contact.
Zhiqin Long +7 more
wiley +1 more source
An adaptive hierarchical sparse grid collocation method for stochastic scattering systems analysis [PDF]
, 2014 To quantify the impacts of random inputs on hybrid electromagnetics (EM)-circuit systems or EM scattering from objects, an adaptive hierarchical sparse grid collocation (ASGC) algorithm combined with discontinuous Galerkin time-domain (DGTD) method is ...
Jiang, Li (Lijun) Jun +3 more
core +2 more sources
Model-free stochastic collocation for an arbitrage-free implied volatility, part I [PDF]
, 2019 This paper explains how to calibrate a stochastic collocation polynomial against market option prices directly. The method is first applied to the interpolation of short-maturity equity option prices in a fully arbitrage-free manner and then to the joint
Oosterlee, Kees, Floc’h, Fabien
core +4 more sources
Non‐Stationary Probabilistic Tsunami Hazard Assessments Compounding Tides and Sea Level Rise
Earth's Future, 2022 Tides are often the largest source of sea levels fluctuations. Two new probabilistic tsunami hazard assessments (PTHA) methods are proposed to combine the tidal phase uncertainty at the moment of tsunami occurrence with other sources of uncertainty.
Ignacio Sepúlveda +4 more
doaj +1 more source
Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
Journal of Computational and Applied Mathematics, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +1 more source
Quarterly Journal of the Royal Meteorological Society, EarlyView.An offline methodology is applied to estimate parameters of a convective gravity‐wave scheme using momentum flux (MF) observations from constant‐level balloons (left panels: pdfs of east and west MFs in green from observations and black from EnKF). The approach integrates an ensemble Kalman filter with an expectation‐maximization algorithm and permits ...
F. Lott, P. Tandeo, M. Pulido, D. Bardet
wiley +1 more source
Stochastic simulation of the cure of advanced composites [PDF]
, 2015 This study focuses on the development of a stochastic simulation methodology to study the effects of cure kinetics uncertainty, in plane fibre misalignment and boundary conditions uncertainty on the cure process of composite materials.
Mesogitis, Tassos
core
A stochastic collocation method for the second order wave equation with a discontinuous random speed [PDF]
, 2013 In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions.
Motamed, Mohammad +7 more
core +1 more source