Pages that link to "Item:Q817339"

The following pages link to Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339):

Displaying 50 items.

• Efficient bounds for the Monte Carlo-Neumann solution of stochastic systems (Q298530) (← links)
• Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems (Q358485) (← links)
• Reduced basis techniques for stochastic problems (Q358488) (← links)
• Ambrosio-Tortorelli segmentation of stochastic images: model extensions, theoretical investigations and numerical methods (Q362136) (← links)
• Sampling-free linear Bayesian update of polynomial chaos representations (Q385895) (← links)
• Solving stochastic systems with low-rank tensor compression (Q414661) (← links)
• Schwarz preconditioners for stochastic elliptic PDEs (Q459067) (← links)
• Convergence acceleration of polynomial chaos solutions via sequence transformation (Q460813) (← links)
• Uncertainty quantification in computational stochastic multiscale analysis of nonlinear elastic materials (Q465717) (← links)
• A multiscale method with patch for the solution of stochastic partial differential equations with localized uncertainties (Q465900) (← links)
• Application of Galerkin method to Kirchhoff plates stochastic bending problem (Q469939) (← links)
• Numerical optimal control for problems with random forced SPDE constraints (Q469990) (← links)
• Stochastic regularity of a quadratic observable of high-frequency waves (Q504049) (← links)
• Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations (Q525276) (← links)
• Probabilistic models for stochastic elliptic partial differential equations (Q602939) (← links)
• Estimates of the indeterminacy set for elliptic boundary value problems with uncertain data (Q613722) (← links)
• Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs (Q638461) (← links)
• Calculation of the expectation of the solution of a one-dimensional stochastic PDE using a reduced base (Q639622) (← links)
• A reduced spectral function approach for the stochastic finite element analysis (Q653731) (← links)
• The stochastic finite element method: past, present and future (Q658211) (← links)
• Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data (Q658826) (← links)
• Fictitious domain method and separated representations for the solution of boundary value problems on uncertain parameterized domains (Q660305) (← links)
• A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension (Q660306) (← links)
• A reduced basis approach for variational problems with stochastic parameters: application to heat conduction with variable Robin coefficient (Q660371) (← links)
• Finite element method to solve the spectral problem for arbitrary self-adjoint extensions of the Laplace-Beltrami operator on manifolds with a boundary (Q683404) (← links)
• Adaptive reduced basis strategy based on goal oriented error assessment for stochastic problems (Q695880) (← links)
• A reduced polynomial chaos expansion method for the stochastic finite element analysis (Q746416) (← links)
• Rigid multibody system dynamics with uncertain rigid bodies (Q762898) (← links)
• Efficient numerical methods for elliptic optimal control problems with random coefficient (Q779918) (← links)
• Fourier mode analysis of multigrid methods for partial differential equations with random coefficients (Q886009) (← links)
• A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach (Q924474) (← links)
• Generalized stochastic perturbation technique in engineering computations (Q984160) (← links)
• A stochastic coupling method for atomic-to-continuum MonteCarlo simulations (Q995312) (← links)
• Generalized spectral decomposition for stochastic nonlinear problems (Q1000219) (← links)
• A stochastic multiscale framework for modeling flow through random heterogeneous porous media (Q1010336) (← links)
• An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations (Q1013191) (← links)
• Stochastic simulation of riser-sections with uncertain measured pressure loads and/or uncertain material properties (Q1033298) (← links)
• A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations (Q1033332) (← links)
• Stochastic model reduction for chaos representations (Q1033409) (← links)
• CBS constants \& their role in error estimation for stochastic Galerkin finite element methods (Q1632210) (← links)
• Error analysis of finite element approximations of the optimal control problem for stochastic Stokes equations with additive white noise (Q1669864) (← links)
• Model reduction method using variable-separation for stochastic saddle point problems (Q1700715) (← links)
• Finite elements for elliptic problems with stochastic coefficients (Q1777105) (← links)
• Transient response analysis of randomly parametrized finite element systems based on approximate balanced reduction (Q1798580) (← links)
• \textit{A priori} error estimation for the stochastic perturbation method (Q1798869) (← links)
• On solving elliptic stochastic partial differential equations (Q1870966) (← links)
• A stochastic collocation method for the second-order wave equation with a discontinuous random speed (Q1939649) (← links)
• Multiresolution analysis for stochastic finite element problems with wavelet-based Karhunen-Loève expansion (Q1954543) (← links)
• A pseudospectral approach for Kirchhoff plate bending problems with uncertainties (Q1955152) (← links)
• Probabilistic optimization of engineering system with prescribed target design in a reduced parameter space (Q1985575) (← links)