Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models
From MaRDI portal
Publication:2124564
DOI10.1016/j.jcp.2020.109604OpenAlexW2939553101WikidataQ114163501 ScholiaQ114163501MaRDI QIDQ2124564
David A. Barajas-Solano, Ramakrishna Tipireddy, Alexandre M. Tartakovsky
Publication date: 11 April 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.08069
Monte Carlomachine learninguncertainty quantificationuncertainty reductionpolynomial chaosconditional Karhunen-Loève expansion
Related Items (5)
Physics-informed machine learning with conditional Karhunen-Loève expansions ⋮ Physics-informed Karhunen-Loéve and neural network approximations for solving inverse differential equation problems ⋮ Active learning based sampling for high-dimensional nonlinear partial differential equations ⋮ Conditional Karhunen-Loève regression model with basis adaptation for high-dimensional problems: uncertainty quantification and inverse modeling ⋮ Physics-informed machine learning method with space-time Karhunen-Loève expansions for forward and inverse partial differential equations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Exact PDF equations and closure approximations for advective-reactive transport
- Basis adaptation in homogeneous chaos spaces
- Numerical studies of three-dimensional stochastic Darcy's equation and stochastic advection-diffusion-dispersion equation
- Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice
- Enhancing sparsity of Hermite polynomial expansions by iterative rotations
- Active learning of constitutive relation from mesoscopic dynamics for macroscopic modeling of non-Newtonian flows
- Basis adaptation and domain decomposition for steady-state partial differential equations with random coefficients
- Inferring solutions of differential equations using noisy multi-fidelity data
- On solving elliptic stochastic partial differential equations
- Physics-informed cokriging: a Gaussian-process-regression-based multifidelity method for data-model convergence
- Conditional stochastic simulations of flow and transport with Karhunen-Loève expansions, stochastic collocation, and sequential Gaussian simulation
- Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids
- Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Conditional Simulation of Flow in Heterogeneous Porous Media with the Probabilistic Collocation Method
- Stochastic Collocation Methods for Nonlinear Parabolic Equations with Random Coefficients
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
This page was built for publication: Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models