Pages that link to "Item:Q5900108"
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The following pages link to A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (Q5900108):
Displaying 50 items.
- Random field representations for stochastic elliptic boundary value problems and statistical inverse problems (Q4981608) (← links)
- Efficient Spectral Stochastic Finite Element Methods for Helmholtz Equations with Random Inputs (Q4983615) (← links)
- Stabilized Scalar Auxiliary Variable Ensemble Algorithms for Parameterized Flow Problems (Q5010236) (← links)
- Application of local improvements to reduced-order models to sampling methods for nonlinear PDEs with noise (Q5026486) (← links)
- Multigrid preconditioners for optimal control problems with stochastic elliptic PDE constraints (Q5031238) (← links)
- Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients (Q5038943) (← links)
- Multi-Modes Multiscale Approach of Heat Transfer Problems in Heterogeneous Solids with Uncertain Thermal Conductivity (Q5045684) (← links)
- Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part I: Single-Level Approximation (Q5048568) (← links)
- A deep learning approach to Reduced Order Modelling of parameter dependent partial differential equations (Q5058646) (← links)
- Nonlinear magnetoquasistatic interface problem in a permanent-magnet machine with stochastic partial differential equation constraints (Q5059278) (← links)
- An offline-online strategy for multiscale problems with random defects (Q5061502) (← links)
- SOTT: Greedy Approximation of a Tensor as a Sum of Tensor Trains (Q5065504) (← links)
- On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion (Q5070555) (← links)
- A computational study of preconditioning techniques for the stochastic diffusion equation with lognormal coefficient (Q5074959) (← links)
- Polynomial Chaos Expansions for Stiff Random ODEs (Q5075691) (← links)
- An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach (Q5089997) (← links)
- A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional (Q5090305) (← links)
- A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty (Q5131980) (← links)
- Surrogate-Based Ensemble Grouping Strategies for Embedded Sampling-Based Uncertainty Quantification (Q5141287) (← links)
- Piecewise Polynomial Approximation of Probability Density Functions with Application to Uncertainty Quantification for Stochastic PDEs (Q5141289) (← links)
- COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS (Q5148005) (← links)
- Sensitivity Analysis of Burgers' Equation with Shocks (Q5149774) (← links)
- A Data-Driven Approach for Multiscale Elliptic PDEs with Random Coefficients Based on Intrinsic Dimension Reduction (Q5150066) (← links)
- An Artificial Compressibility Crank--Nicolson Leap-Frog Method for the Stokes--Darcy Model and Application in Ensemble Simulations (Q5151928) (← links)
- Analysis and Application of Stochastic Collocation Methods for Maxwell's Equations with Random Inputs (Q5156619) (← links)
- Convergence Analysis on Stochastic Collocation Methods for the Linear Schrodinger Equation with Random Inputs (Q5156932) (← links)
- Analysis and Application of Single Level, Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random Inputs (Q5163181) (← links)
- A Model Reduction Method for Multiscale Elliptic Pdes with Random Coefficients Using an Optimization Approach (Q5197631) (← links)
- A mixed <i>ℓ</i><sub>1</sub> regularization approach for sparse simultaneous approximation of parameterized PDEs (Q5216108) (← links)
- Multilevel Quadrature for Elliptic Parametric Partial Differential Equations in Case of Polygonal Approximations of Curved Domains (Q5217601) (← links)
- A Variable-Separation Method for Nonlinear Partial Differential Equations With Random Inputs (Q5221029) (← links)
- A Hybrid Alternating Least Squares--TT-Cross Algorithm for Parametric PDEs (Q5228358) (← links)
- A Bramble--Pasciak Conjugate Gradient Method for Discrete Stokes Equations with Random Viscosity (Q5237176) (← links)
- Analysis of the Zero Relaxation Limit of Hyperbolic Balance Laws with Random Initial Data (Q5237177) (← links)
- On the Importance of the Jacobian Determinant in Parameter Inference for Random Parameter and Random Measurement Error Models (Q5237182) (← links)
- Fuzzy-Stochastic Partial Differential Equations (Q5237187) (← links)
- An Evolve-Filter-Relax Stabilized Reduced Order Stochastic Collocation Method for the Time-Dependent Navier--Stokes Equations (Q5237190) (← links)
- An Adaptive Minimum Spanning Tree Multielement Method for Uncertainty Quantification of Smooth and Discontinuous Responses (Q5243536) (← links)
- A Hybrid HDMR for Mixed Multiscale Finite Element Methods with Application to Flows in Random Porous Media (Q5250325) (← links)
- Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs (Q5254431) (← links)
- An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data (Q5254894) (← links)
- Adjoint Error Estimation for Stochastic Collocation Methods (Q5254900) (← links)
- Reproducing Kernel Hilbert Spaces for Parametric Partial Differential Equations (Q5269856) (← links)
- A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions (Q5275042) (← links)
- SDE Based Regression for Linear Random PDEs (Q5275045) (← links)
- $\mathcal{H}$-Matrix Based Second Moment Analysis for Rough Random Fields and Finite Element Discretizations (Q5275048) (← links)
- STOCHASTIC GALERKIN DISCRETIZATION OF THE LOG-NORMAL ISOTROPIC DIFFUSION PROBLEM (Q5305085) (← links)
- Uncertainty Quantification for PDEs with Anisotropic Random Diffusion (Q5347529) (← links)
- Least Squares Approximation of Polynomial Chaos Expansions With Optimized Grid Points (Q5358956) (← links)
- Distributed Control of the Stochastic Burgers Equation with Random Input Data (Q5372039) (← links)