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Stochastic Spectral Galerkin and Collocation Methods for PDEs with ...


Stochastic Spectral Galerkin and Collocation Methods for PDEs with ...

Much attention has recently been devoted to the development of Stochastic Galerkin (SG) and Stochastic Collocation (SC) methods for uncertainty ...

Stochastic Spectral Galerkin and collocation methods for PDEs with ...

Keywords: PDEs with random data, elliptic equations, multivariate polyno- mial approximation, Stochastic Galerkin methods, Stochastic ...

Stochastic spectral Galerkin and collocation methods for PDEs with ...

Much attention has recently been devoted to the development of Stochastic Galerkin (SG) and Stochastic Collocation (SC) methods for uncertainty ...

Stochastic spectral Galerkin and collocation methods for PDEs with ...

Much attention has recently been devoted to the development of Stochastic Galerkin (SG) and Stochastic Collocation (SC) methods for uncertainty ...

Stochastic Spectral Galerkin and Collocation Methods for PDEs with ...

Numerical results for linear elliptic SPDEs indicate a slight computational work advantage of isotropic SC over SG, with SC-SM and SG-TD being the best ...

Stochastic spectral Galerkin and collocation methods for PDEs with ...

Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison · Chair of Mathematics for Uncertainty ...

Stochastic Spectral Galerkin and Collocation Methods for PDEs with ...

Stochastic Spectral Galerkin and Collocation Methods. 45. This work assesses, on a numerical example having eight input random vari- ables ...

Stochastic spectral Galerkin and collocation methods for PDEs with ...

Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: A numerical comparison. Joakim Bäck, Fabio Nobile, Lorenzo Tamellini ...

Stochastic Galerkin-collocation splitting for PDEs with random ...

The linear part of the right-hand side is discretized by a stochastic Galerkin method in the stochastic variables and a pseudospectral method in.

Reduced basis stochastic Galerkin methods for partial differential ...

We present a reduced basis stochastic Galerkin method for partial differential equations with random inputs. In this method, the reduced basis ...

Galerkin Spectral Method of Stochastic Partial Differential Equations ...

In [28], a multielement probabilistic collocation method (ME-PCM) is proposed to solve the stochastic KdV equation driven by arbitrary discrete ...

Stochastic Galerkin-collocation splitting for PDEs with random...

The linear part of the right-hand side is discretized by a stochastic Galerkin method in the stochastic variables and a pseudospectral method in ...

Stochastic Galerkin-collocation splitting for PDEs with random ...

For time-dependent, semilinear partial differential equations (PDEs) with random parameters and random initial data, the proposed numerical method is ...

Accelerating Stochastic Collocation Methods for Partial Differential ...

J. Bäck, F. Nobile, L. Tamellini, and R. Tempone, Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: A numerical comparison ...

Spectral collocation method for stochastic partial differential ...

A Fourier spectral collocation approximation is used in space and semi-implicit Euler method is applied for the temporal approximation. Our aim is to ...

Implementation of optimal Galerkin and Collocation approximations ...

top 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 ...

A stochastic collocation method for elliptic partial differential ...

The extension of the Spectral Galerkin method to cases in which the input data depend non-linearly on the random variables and possibly have unbounded second ...

Mathematical Models and Methods in Applied Sciences

ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS · JOAKIM BECK, · RAUL TEMPONE, · FABIO NOBILE, and · LORENZO ...

A Stochastic Collocation Method for Elliptic Partial Differential ...

The method consists of a Galerkin approximation in space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the ...

A Multilevel Stochastic Collocation Method for Partial Differential ...

J. Bäck, F. Nobile, L. Tamellini, and R. Tempone, Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: A numerical comparison ...