Adaptive Discontinuous Galerkin Method for Response-Excitation PDF Equations

DOI10.1137/12088896XzbMath1277.60113OpenAlexW1963733896MaRDI QIDQ2855663

Heyrim Cho, Daniele Venturi, George Em. Karniadakis

Publication date: 28 October 2013

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/12088896x

zbMATH Keywords

uncertainty quantificationcolored random noisehigh-dimensional stochastic dynamical systems

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (7)

A new scalable algorithm for computational optimal control under uncertainty ⋮ A Galerkin-based formulation of the probability density evolution method for general stochastic finite element systems ⋮ Numerical methods for high-dimensional probability density function equations ⋮ Probabilistic Density Function Method for Stochastic ODEs of Power Systems with Uncertain Power Input ⋮ Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems ⋮ Nonlocal PDF methods for Langevin equations with colored noise ⋮ Data-driven closures for stochastic dynamical systems

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