[图书][B] Numerical methods for stochastic partial differential equations with white noise

Z Zhang, GE Karniadakis - 2017 - Springer
In his forward-looking paper [374] at the conference “Mathematics Towards the Third
Millennium,” our esteemed colleague at Brown University Prof. David Mumford argued that …

A multi-fidelity neural network surrogate sampling method for uncertainty quantification

M Motamed - International Journal for Uncertainty …, 2020 - dl.begellhouse.com
We propose a multi-fidelity neural network surrogate sampling method for the uncertainty
quantification of physical/biological systems described by ordinary or partial differential …

Large deformation shape uncertainty quantification in acoustic scattering

R Hiptmair, L Scarabosio, C Schillings… - Advances in …, 2018 - Springer
We address shape uncertainty quantification for the two-dimensional Helmholtz
transmission problem, where the shape of the scatterer is the only source of uncertainty. In …

[HTML][HTML] A stochastic spectral finite element method for wave propagation analyses with medium uncertainties

P Zakian, N Khaji - Applied Mathematical Modelling, 2018 - Elsevier
A stochastically enriched spectral finite element method (StSFEM) is developed to solve
wave propagation problems in random media. This method simultaneously includes all …

[PDF][PDF] 不确定性量化的高精度数值方法和理论

汤涛, 周涛 - 中国科学: 数学, 2015 - math.hkbu.edu.hk
摘要不确定性量化(Uncertainty Quantification, UQ) 是近年来国际上热门的研究课题,
其应用领域包括水文学, 流体力学, 数据同化, 天气预测等等. 由于UQ 问题中的大量随机参数 …

Stochastic isogeometric analysis in linear elasticity

R Jahanbin, S Rahman - Computer Methods in Applied Mechanics and …, 2020 - Elsevier
A new stochastic method, integrating spline dimensional decomposition (SDD) and
isogeometric analysis (IGA), is proposed for solving stochastic boundary-value problems …

Fast Bayesian optimal experimental design for seismic source inversion

Q Long, M Motamed, R Tempone - Computer Methods in Applied …, 2015 - Elsevier
We develop a fast method for optimally designing experiments in the context of statistical
seismic source inversion. In particular, we efficiently compute the optimal number and …

[图书][B] Entropies and symmetrization of hyperbolic stochastic Galerkin formulations

S Gerster, M Herty - 2018 - doc.global-sci.org
Stochastic quantities of interest are expanded in generalized polynomial chaos expansions
using stochastic Galerkin methods. An application to hyperbolic differential equations does …

Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium

S Mishra, C Schwab, J Šukys - Journal of Computational Physics, 2016 - Elsevier
We consider the very challenging problem of efficient uncertainty quantification for acoustic
wave propagation in a highly heterogeneous, possibly layered, random medium …

A multilevel stochastic collocation algorithm for optimization of PDEs with uncertain coefficients

DP Kouri - SIAM/ASA Journal on Uncertainty Quantification, 2014 - SIAM
In this work, we apply the MG/OPT framework to a multilevel-in-sample-space discretization
of optimization problems governed by PDEs with uncertain coefficients. The MG/OPT …