Results 121 to 130 of about 1,546 (231)

Robust Design Optimization of Viscoelastic Damped Composite Structures Integrating Model Order Reduction and Generalized Stochastic Collocation

Aerospace
This study presents a novel approach that integrates model order reduction (MOR) and generalized stochastic collocation (gSC) to enhance robust design optimization (RDO) of viscoelastic damped composite structures under material and geometric ...
Tianyu Wang, Chao Xu, Teng Li
doaj   +1 more source

MATHICSE Technical Report : Multi-index stochastic collocation for random PDEs [PDF]

In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over ...
Nobile, Fabio, Tamellini, Lorenzo, Haji Ali, Abdul Lateef, Tempone, Raùl   +3 more
core   +1 more source

Application of stochastic differential equations and real option theory in investment decision problems

, 2011
This thesis contains a discussion of four problems arising from the application of stochastic differential equations and real option theory to investment decision problems in a continuous-time framework.
Chavanasporn, Walailuck
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Numerical method for simulation of quadratic Riccati differential equations

Recent Advances in Natural Sciences
Differential equations widely applied in various fields of engineering and mathematical studies, particularly in control theory, optimal control, and stochastic realization. Numerous methods have been proposed for their solution.
Adam Ajimoti Ishaq, Folashade Mistura Jimoh, Kazeem Issa   +2 more
doaj   +1 more source

Efficient Numerical Implementation of the Time-Fractional Stochastic Stokes–Darcy Model

Fractal and Fractional
This paper presents an efficient numerical method for the fractional-order generalization of the stochastic Stokes–Darcy model, which finds application in various engineering, biomedical and environmental problems involving interaction between free fluid
Zharasbek Baishemirov, Abdumauvlen Berdyshev, Dossan Baigereyev, Kulzhamila Boranbek   +3 more
doaj   +1 more source

Stochastic Collocation With Kernel Density Estimation [PDF]

, 2011
The stochastic collocation method has recently received much attention for solving partial differential equations posed with uncertainty, i.e., where coefficients in the differential operator, boundary terms or right-hand sides are random fields.
Elman, Howard C., Miller, Christopher W.
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Random fatigue crack growth in mixed mode by stochastic collocation method

, 2010
Fatigue crack growth is uncertain, either for cracking rate or direction. The stochastic models proposed in the literature suffer from limited applicability or lack of physical meaning.
A. Chateauneuf, Bressolette, Philippe, H. Riahi, Chateauneuf, Alaa, P. Bressolette, Riahi, Hassen, Ph. Bressolette   +6 more
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Solving stochastic inverse problems for cfd using data-consistent inversion and an adaptive stochastic collocation method

International audienceThe inverse problem we consider takes a given model and an observed (or target) output probability density function (pdf) on quantities of interest and builds a new model input pdf which is consistent with both the model and the ...
Chassaing, Jean-Camille, Wildey, Timothy, Galante, Hector, Belme, Anca   +3 more
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SPARSE GRID STOCHASTIC COLLOCATION METHOD FOR STOCHASTIC BURGERS EQUATION

Journal of the Korean Mathematical Society, 2017
Hyung-Chun Lee, Yun Nam
openaire   +2 more sources

Nonlinear stochastic Galerkin and collocation simulations: application to a ferromagnetic cylinder rotating at high speed

, 2009
The stochastic collocation and Galerkin method are two state-of-the-art tools for solving stochastic partial differential equations (PDE). The former method is based on sampling the random variables present in a stochastic PDE into a set of ...
De Gersem, Herbert, Vandewalle, Stefan, Rosseel, Eveline   +2 more
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