Results 181 to 190 of about 1,546 (231)

New collocation method for stochastic response surface reliability analyses

Engineering with Computers, 2019
The stochastic response surface method (SRSM) is widely used in engineering reliability analyses due to its efficiency and accuracy. The selection of collocation points in the SRSM has great significance, as it may strongly affect the computed results. This paper investigates the performance of different selection strategies in SRSM, and proposes a new
Peng Zeng 0003   +5 more
openaire   +3 more sources

A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model

open access: yesDiscrete and Continuous Dynamical Systems - Series S, 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.
Xiaoming He, Ju Ming
exaly   +2 more sources

A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

open access: yesSIAM Review, 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.
Ivo Babuska   +2 more
exaly   +2 more sources

Collocation methods for nonlinear stochastic Volterra integral equations

Computational and Applied Mathematics, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xiaoli Xu, Yu Xiao, Haiying Zhang
openaire   +1 more source

A Novel Solution for Stochastic Dynamic Game of Water Allocation from a Reservoir Using Collocation Method

open access: yesWater Resources Management, 2011
In this study, a continuous model of stochastic dynamic game for water allocation from a reservoir system was developed. The continuous random variable of inflow in the state transition function was replaced with a discrete approximant rather than using ...
Mehran Homayounfar
exaly   +2 more sources

Stochastic boundary collocation and spectral methods for solving PDEs

Monte Carlo Methods and Applications, 2012
We develop a stochastic boundary method (SBM) which can be considered as a randomized version of the method of fundamental solutions (MFS). We suggest solving the large system of linear equations for the weights in the expansion over the fundamental solutions by a randomized SVD method introduced by Sabelfeld and Mozartova (2011).
Karl Sabelfeld, Nadezhda Mozartova
openaire   +1 more source

Stochastic Collocation Method for Stochastic Optimal Boundary Control of the Navier–Stokes Equations

Applied Mathematics & Optimization, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wenju Zhao, Max Gunzburger
openaire   +1 more source

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