Results 21 to 30 of about 641 (195)

Hybrid Stochastic Finite Element Method for Mechanical Vibration Problems

open access: yesShock and Vibration, 2015
We present and analyze a new hybrid stochastic finite element method for solving eigenmodes of structures with random geometry and random elastic modulus.
Harri Hakula, Mikael Laaksonen
doaj   +1 more source

Asymptotic Behavior of Three Connected Stochastic Delay Neoclassical Growth Systems Using Spectral Technique

open access: yesMathematics, 2022
In this study, we consider a nonlinear system of three connected delay differential neoclassical growth models along with stochastic effect and additive white noise, which is influenced by stochastic perturbation.
Ishtiaq Ali, Sami Ullah Khan
doaj   +1 more source

Stochastic collocation method for computing eigenspaces of parameter-dependent operators

open access: yesNumerische 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.
Grubišić, Luka   +2 more
openaire   +3 more sources

Uncertainty Quantification in Small-Timescale Model-Based Fatigue Crack Growth Analysis Using a Stochastic Collocation Method

open access: yesMetals, 2020
Due to the uncertainties originating from the underlying physical model, material properties and the measurement data in fatigue crack growth (FCG) processing, the prediction of fatigue crack growth lifetime is still challenging.
Hesheng Tang, Xueyuan Guo, Songtao Xue
doaj   +1 more source

Non‐Stationary Probabilistic Tsunami Hazard Assessments Compounding Tides and Sea Level Rise

open access: yesEarth'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

A stochastic collocation method for stochastic Volterra equations of the second kind [PDF]

open access: yesJournal of Integral Equations and Applications, 2015
This work describes and analyzes a stochastic collocation method for stochastic Volterra integral equations (SVIEs) of the second kind with random forcing terms. A collocation method is used in temporal direction, and a spectral collocation method is used in the stochastic dimension, which lead to an uncoupled linear system associated with the ...
Cao, Yanzhao, Zhang, Ran
openaire   +2 more sources

A combined collocation and Monte Carlo method for advection-diffusion equation of a solute in random porous media

open access: yesESAIM: 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

Stochastic Optimization of Economic Dispatch With Wind and Photovoltaic Energy Using the Nested Sparse Grid-Based Stochastic Collocation Method

open access: yesIEEE Access, 2019
Due to the increasing uncertainty brought about by renewable energy, conventional deterministic dispatch approaches have not been very applicative. This paper investigates a nested sparse grid-based stochastic collocation method (NS-SCM) as a possible ...
Zhilin Lu   +3 more
doaj   +1 more source

Greedy nonlinear autoregression for multifidelity computer models at different scales

open access: yesEnergy 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
doaj   +1 more source

A test of backward stochastic differential equations solver for solving semilinear parabolic differential equations in 1D and 2D

open access: yesPartial Differential Equations in Applied Mathematics, 2022
Backward stochastic differential equation solver was first introduced by Han et al in 2017. A semilinear parabolic partial differential equation is converted into a stochastic differential equation, and then solved by the backward stochastic differential
Evan Davis   +4 more
doaj   +1 more source

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