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An Adaptive WENO Collocation Method for Differential Equations with Random Coefficients
Mathematics, 2016 The stochastic collocation method for solving differential equations with random inputs has gained lots of popularity in many applications, since such a scheme exhibits exponential convergence with smooth solutions in the random space.
Wei Guo +3 more
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IEEE Access, 2022 The investigation of stochastic optimal power flow (SOPF) is to seek the optimal solution of static stability constrained optimal power flow considering the uncertainty of parameters in power systems. To solve the problem, this paper proposes an approach
Bingqing Xia +5 more
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Shock and Vibration, 2018 Numerical simulation of thin solids remains one of the challenges in computational mechanics. The 3D elasticity problems of shells of revolution are dimensionally reduced in different ways depending on the symmetries of the configurations resulting in ...
Harri Hakula +2 more
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Zhongguo Jianchuan Yanjiu, 2023 ObjectivesThe key to uncertainty design optimization (UDO) is uncertainty quantification (UQ), but the traditionally used Monte Carlo (MC) method can be time-consuming and computationally expensive.
Xiao WEI, Heng LI, Chenran HUANG
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Option valuation in markets with finite liquidity under fractional CEV assets [PDF]
Mathematics and Modeling in Finance, 2022 The aim of this paper is to numerically price the European double barrier option by calculating the governing fractional Black-Scholes equation in illiquid markets.
Azadeh Ghasemifard +2 more
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Hybrid Stochastic Finite Element Method for Mechanical Vibration Problems
Shock 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
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Risk assessment of groundwater contamination based on stochastic collocation method
Shui kexue jinzhan, 2012 Groundwater contamination event is hardly observed,and its circumstance has various uncertainties.Risk assessment provides a quantitative approach to evaluate the potential hazard of the contamination.This study develops a new method for risk assessment ...
SHI Liang-sheng +2 more
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Mathematics, 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
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Crosstalk Statistics via Collocation Method [PDF]
, 2009 A probabilistic model for the evaluation of transmission lines crosstalk is proposed. The geometrical parameters are assumed to be unknown and the exact solution is decomposed into two functions, one depending solely on the random parameters and the ...
Diouf, F. +5 more
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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
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