Review of summation-by-parts operators with simultaneous approximation terms for the numerical solution of partial differential equations

DCDR Fernández, JE Hicken, DW Zingg - Computers & Fluids, 2014 - Elsevier
Abstract Summation-by-parts (SBP) operators have a number of properties that make them
an attractive option for higher-order spatial discretizations of partial differential equations. In …

Review of summation-by-parts schemes for initial–boundary-value problems

M Svärd, J Nordström - Journal of Computational Physics, 2014 - Elsevier
High-order finite difference methods are efficient, easy to program, scale well in multiple
dimensions and can be modified locally for various reasons (such as shock treatment for …

A new random interval method for response analysis of structural–acoustic system with interval random variables

B Xia, S Yin, D Yu - Applied Acoustics, 2015 - Elsevier
For the response analysis of the structural–acoustic system without sufficient information, an
interval random model is introduced. In the interval random model, the uncertain parameters …

Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations

J Nordström, M Wahlsten - Journal of Computational Physics, 2015 - Elsevier
We consider a hyperbolic system with uncertainty in the boundary and initial data. Our aim is
to show that different boundary conditions give different convergence rates of the variance of …

Response analysis of acoustic field with convex parameters

B Xia, D Yu - Journal of Vibration and Acoustics, 2014 - asmedigitalcollection.asme.org
The acoustic field with convex parameters widely exists in the engineering practice. The
vertex method and the anti-optimization method are not considered as appropriated …

A well-posed and stable stochastic Galerkin formulation of the incompressible Navier–Stokes equations with random data

P Pettersson, J Nordström, A Doostan - Journal of Computational Physics, 2016 - Elsevier
We present a well-posed stochastic Galerkin formulation of the incompressible Navier–
Stokes equations with uncertainty in model parameters or the initial and boundary …

A local sensitivity analysis for the hydrodynamic Cucker-Smale model with random inputs

SY Ha, S Jin, J Jung, W Shim - Journal of Differential Equations, 2020 - Elsevier
We present a local sensitivity analysis for the hydrodynamic Cucker-Smale (HCS) model
with random inputs. In the absence of random inputs, the HCS model was derived as a …

A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing

YT Lin, YT Shih, CS Chien, Q Sheng - Applied Mathematics and …, 2021 - Elsevier
This paper concerns accurate and efficient polynomial chaos expansions (PCEs) for Asian
option pricing with uncertain volatilities. While arbitrary distributions of the volatility …

On the quantitative analyses for the random Cucker-Smale model

정진욱 - 2020 - s-space.snu.ac.kr
In this thesis, we introduce random elements into the Cucker-Smale (CS) model and provide
quantitative analyses for those uncertainties. In real applications of the Cucker-Smale …

Linear Transport Under Uncertainty

MP Pettersson, G Iaccarino, J Nordström… - … Chaos Methods for …, 2015 - Springer
This chapter aims to present accurate and stable numerical schemes for the solution of a
class of linear diffusive transport problems. The advection-diffusion equation subject to …