Certified offline-free reduced basis (COFRB) methods for stochastic differential equations driven by arbitrary types of noise
DOI10.1007/s10915-019-00976-5zbMath1440.65250OpenAlexW2945667341WikidataQ127874213 ScholiaQ127874213MaRDI QIDQ2291860
Tianheng Chen, Yong Liu, Chi-Wang Shu, Yanlai Chen
Publication date: 31 January 2020
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-019-00976-5
Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Approximation methods and heuristics in mathematical programming (90C59) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) PDEs with randomness, stochastic partial differential equations (35R60) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.
- Offline-enhanced reduced basis method through adaptive construction of the surrogate training set
- An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations
- Generalized inverses. Theory and applications.
- On unbiased stochastic Navier-Stokes equations
- Reduced collocation methods: Reduced basis methods in the collocation framework
- A robust error estimator and a residual-free error indicator for reduced basis methods
- Numerical solutions of stochastic PDEs driven by arbitrary type of noise
- Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics
- On distribution free Skorokhod-Malliavin calculus
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- A Multistage Wiener Chaos Expansion Method for Stochastic Advection-Diffusion-Reaction Equations
- Certified Reduced Basis Methods for Parametrized Partial Differential Equations
- Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise
- Certified Reduced Basis Methods and Output Bounds for the Harmonic Maxwell's Equations
- Convergence Rates for Greedy Algorithms in Reduced Basis Methods
- Nonlinear Filtering Revisited: A Spectral Approach
- Two Ways to Treat Time in Reduced Basis Methods
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- A space-time hp-interpolation-based certified reduced basis method for Burgers' equation
- Convergence Rates of the POD–Greedy Method
- A posteriorierror bounds for reduced-basis approximations of parametrized parabolic partial differential equations
- Reduced Basis Collocation Methods for Partial Differential Equations with Random Coefficients
- An improved error bound for reduced basis approximation of linear parabolic problems
- Reduced basis method for finite volume approximations of parametrized linear evolution equations
- Stochastic Differential Equations: A Wiener Chaos Approach
- Reduced Basis Methods for Partial Differential Equations
- The Evaluation of the Collision Matrix
This page was built for publication: Certified offline-free reduced basis (COFRB) methods for stochastic differential equations driven by arbitrary types of noise
