- Poly|Sinc Solution of Stochastic Elliptic Differential Equations🔍
- Polynomial approximation of elliptic PDEs with stochastic coefficients🔍
- Stochastic galerkin and collocation methods for quantifying ...🔍
- Stochastic finite element methods for partial differential equations ...🔍
- Sparse Collocation Methods for Stochastic Interpolation and ...🔍
- Implementation of optimal Galerkin and Collocation approximations ...🔍
- Nonlinear stochastic Galerkin and collocation methods🔍
- The spectral collocation method for stochastic differential equations🔍
Stochastic Spectral Galerkin and Collocation Methods for PDEs with ...
Poly-Sinc Solution of Stochastic Elliptic Differential Equations - arXiv
The polynomial chaos approach and the stochastic Galerkin method yield a deterministic system of PDEs in space [14]. In this paper, we introduce.
Polynomial approximation of elliptic PDEs with stochastic coefficients
Tamellini, and R. Tempone. Stochastic spectral Galerkin and collocation methods for. PDEs with random coefficients: a numerical comparison. In J ...
Stochastic galerkin and collocation methods for quantifying ...
R. G. Ghanem and P. D. Spanos. Stochastic Finite Elements: A Spectral Approach. Springer--Verlag New York, Inc., New York, NY, USA, 1991 ...
of the spectral Galerkin system, is then given by. WSG solve ... tion of stochastic PDEs by Galerkin and collocation methods', Math.
Sparse Collocation Methods for Stochastic Interpolation and ... - OUCI
... Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison. Lect. Notes Comput. Sci. Eng. 76, 43–62 ...
Implementation of optimal Galerkin and Collocation approximations ...
In this work we first focus on the Stochastic Galerkin approximation of the solution u of an elliptic stochastic PDE. We rely on sharp estimates for the decay ...
Nonlinear stochastic Galerkin and collocation methods - Lirias
The stochastic Galerkin finite element method, on the other hand, applies spectral finite element theory to convert a stochastic PDE into a set of coupled ...
The spectral collocation method for stochastic differential equations
In this paper, we use the Chebyshev spectral collocation method to solve a certain type of stochastic differential equations (SDEs). We also use this method ...
On the optimal polynomial approximation of stochastic PDEs by ...
... spectral expansion of u on an orthogonal. ... On the optimal polynomial approximation of stochastic PDEs by Galerkin and Collocation methods.
IGA-based Multi-Index Stochastic Collocation for random PDEs on ...
Tempone, Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison, in: Spectral and ...
On the convergence of the stochastic Galerkin method for random ...
We show that in this case the standard stochastic Galerkin approach does not necessarily produce a sequence of approximate solutions that converges in the ...
A Stochastic Collocation Method for Delay Differential Equations ...
The combination of the stochastic collocation method and Legendre spectral ... tral Galerkin and Collocation Methods for PDEs with Random Coefficients: A ...
HERMITE SPECTRAL METHODS FOR FRACTIONAL PDEs IN ...
We shall first develop a Hermite-collocation method which is extremely simple to implement, followed by a Hermite–Galerkin method, which is more accurate than ...
An efficient spectral collocation method based on the generalized ...
In this study, a spectral collocation method is proposed to solve a multi-term time fractional diffusion-wave equation.
Reduced Basis Collocation Methods for Partial Differential ...
Preliminary: Spectral Methods for PDEs with Uncertain Coefficients ... The Stochastic Galerkin Method. Standard weak diffusion problem: find u ∈ H1.
Nonlinear Stochastic Galerkin and Collocation Methods: Application ...
Nonlinear Stochastic Galerkin and Collocation Methods: Application to a Ferromagnetic Cylinder Rotating at High Speed.
ASSESSMENT OF COLLOCATION AND GALERKIN APPROACHES ...
The stochastic collocation method requires many solves of deterministic PDEs, which allows the use of existing software. However, the total ...
Stochastic finite element methods for partial differential equations ...
(2011), Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: A numerical comparison. In Spectral and High Order Methods ...
Stochastic Differential Equations/Uncertainty - Fluids at Brown
Z. Zhang, F. Zeng and G.E. Karniadakis "Optimal error estimates of spectral Petrov-Galerkin and collocation methods for initial value problems of fracational ...
Stochastic Least-Squares Petrov?Galerkin Method for ... - OSTI.GOV
reviewing the stochastic Galerkin and the pseudo-spectral methods , which are spec- ... Tempone, A stochastic collocation method for elliptic partial differential ...