Results 1 to 10 of about 642 (180)
Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
Journal of Computational and Applied Mathematics, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Roland Pulch
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A multilevel stochastic collocation method for SPDEs [PDF]
AIP Conference Proceedings, 2015 We present a multilevel stochastic collocation method that, as do multilevel Monte Carlo methods, uses a hierarchy of spatial approximations to reduce the overall computational complexity when solving partial differential equations with random inputs.
Max Gunzburger +3 more
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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
Frontiers in Materials, 2022 Uncertainty quantification (UQ) plays a major role in verification and validation for computational engineering models and simulations, and establishes trust in the predictive capability of computational models.
Anh Tran , Tim Wildey , Hojun Lim
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Simplex-stochastic collocation method with improved scalability [PDF]
Journal of Computational Physics, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Edeling, Wouter N. +2 more
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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
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Non‐Stationary Probabilistic Tsunami Hazard Assessments Compounding Tides and Sea Level Rise
Earth'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
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Greedy nonlinear autoregression for multifidelity computer models at different scales
Energy 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
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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
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A stochastic collocation method for stochastic Volterra equations of the second kind [PDF]
Journal 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
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