Uncertainty quantification and stochastic polynomial chaos expansion for recovering random data in Darcy and diffusion equations

DOI10.1515/jiip-2016-0037zbMath1386.65025OpenAlexW2596777504MaRDI QIDQ1684680

Olga V. Dulzon, Irina A. Shalimova, K. K. Sabel'fel'd

Publication date: 12 December 2017

Published in: Journal of Inverse and Ill-Posed Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jiip-2016-0037

zbMATH Keywords

Darcy equationuncertainty quantificationpolynomial chaosMonte Carlo direct simulationprobabilistic collocation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Applications to the sciences (65Z05)

Related Items (1)

Stochastic polynomial chaos expansion method for random Darcy equation

Cites Work

• Unnamed Item
• Unnamed Item
• Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
• Stochastic polynomial chaos based algorithm for solving PDEs with random coefficients
• Stochastic processes and orthogonal polynomials
• Stochastic model for the fluctuation-limited reaction-diffusion kinetics in inhomogeneous media based on the nonlinear Smoluchowski equations
• Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics
• Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
• Performance Evaluation of Generalized Polynomial Chaos
• Spectral Methods for Uncertainty Quantification
• One-Particle Stochastic Lagrangian Model for Turbulent Dispersion in Horizontally Homogeneous Turbulence
• A Superfast Structured Solver for Toeplitz Linear Systems via Randomized Sampling
• An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen–Loève expansion

This page was built for publication: Uncertainty quantification and stochastic polynomial chaos expansion for recovering random data in Darcy and diffusion equations