Results 11 to 20 of about 1,546 (231)
A Multilevel Stochastic Collocation Method for Schrödinger Equations with a Random Potential
SIAM/ASA Journal on Uncertainty Quantification, 2022 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tobias Jahnke, Benny Stein
openaire +5 more sources
Fully Legendre spectral collocation technique for stochastic heat equations
Open Physics, 2021 For the stochastic heat equation (SHE), a very accurate spectral method is considered. To solve the SHE, we suggest using a shifted Legendre Gauss–Lobatto collocation approach in combination with a shifted Legendre Gauss–Radau collocation technique.
Abdelkawy Mohamed A. +3 more
doaj +2 more sources
Stochastic collocation method for computing eigenspaces of parameter-dependent operators
Numerische Mathematik, 2022 AbstractWe consider computing eigenspaces of an elliptic self-adjoint operator depending on a countable number of parameters in an affine fashion. The eigenspaces of interest are assumed to be isolated in the sense that the corresponding eigenvalues are separated from the rest of the spectrum for all values of the parameters.
Luka Grubisic +2 more
openaire +5 more sources
Risks, 2022 We propose an accurate data-driven numerical scheme to solve stochastic differential equations (SDEs), by taking large time steps. The SDE discretization is built up by means of the polynomial chaos expansion method, on the basis of accurately determined
Shuaiqiang Liu +2 more
doaj +1 more source
Assessing the Structural Performance of Biodegradable Capsules
Applied Sciences, 2023 Biodegradable materials pose challenges over all aspects of computational mechanics. In this study, the focus is on the resulting domain uncertainty. Model structures or devices are shells of revolution subject to random variation of the outer surface ...
Harri Hakula
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
A Posteriori Error Estimation for the Stochastic Collocation Finite Element Method [PDF]
SIAM Journal on Numerical Analysis, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Diane Guignard, Fabio Nobile
openaire +1 more source
On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion [PDF]
, 2020 Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown.
Sprungk, Björn +3 more
core +1 more source
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
doaj +1 more source