Concept

Stochastic partial differential equation

Related publications (158)

Numerical methods for stochastic partial differential equations with multiple scales

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, E. Vanden-Eijnden, An ...

2012

Left-inverses of fractional Laplacian and sparse stochastic processes

Michaël Unser

The fractional Laplacian (-Delta)(gamma/2) commutes with the primary coordination transformations in the Euclidean space Rd: dilation, translation and rotation, and has tight link to splines, fractals and stable Levy processes. For 0 < gamma < d, its inver ...

Springer2012

Computational Reduction for Parametrized PDEs: Strategies and Applications

Alfio Quarteroni, Gianluigi Rozza, Andrea Manzoni

In this paper we present a compact review on the mostly used techniques for computational reduction in numerical approximation of partial differential equations. We highlight the common features of these techniques and provide a detailed presentation of th ...

Springer Verlag2012

High weak order methods for stochastic equations based on modified equations

Assyr Abdulle, Gilles Vilmart, David Cohen

Inspired by recent advances in the theory of modified differential equations, we propose a new methodology for constructing numerical integrators with high weak order for the time integration of stochastic differential equations. This approach is illustrat ...

Siam Publications2012

Accuracy and Stability of The Continuous-Time 3DVAR Filter for The Navier-Stokes Equation

The 3DVAR filter is prototypical of methods used to combine observed data with a dynamical system, online, in order to improve estimation of the state of the system. Such methods are used for high dimensional data assimilation problems, such as those arisi ...

2012

A higher-order numerical framework for stochastic simulation of chemical reaction systems

Background: In this paper, we present a framework for improving the accuracy of fixed-step methods for Monte Carlo simulation of discrete stochastic chemical kinetics. Stochasticity is ubiquitous in many areas of cell biology, for example in gene regulatio ...

Biomed Central Ltd2012

A reduced basis hybrid method for the coupling of parametrized domains represented by fluidic networks

Alfio Quarteroni, Gianluigi Rozza, Laura Iapichino

In this paper we propose a reduced basis hybrid method (RBHM) for the approximation of partial differential equations in domains represented by complex networks where topological features are recurrent. The RBHM is applied to Stokes equations in domains wh ...

Elsevier2012

Partitioned Solution of Geometrical Multiscale Problems for the Cardiovascular System

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The aim of this work is the development of a geometrical multiscale framework for the simulation of the human cardiovascular system under either physiological or pathological conditions. More precisely, we devise numerical algorithms for the partitioned so ...

EPFL2012

Solving Wave Equations on Unstructured Geometries

Jan Sickmann Hesthaven

Every wave solver serving the computational study of waves meets a trade-off of two figures of merit—its computational speed and its accuracy. The use of Discontinuous Galerkin (DG) methods on graphical processing units (GPUs) significantly lowers the cost ...

Morgan Kaufmann2012

Generalized reduced basis methods and n-width estimates for the approximation of the solution manifold of parametric PDEs

Alfio Quarteroni, Gianluigi Rozza, Andrea Manzoni, Toni Mikael Lassila

The set of solutions of a parameter-dependent linear partial differential equation with smooth coefficients typically forms a compact manifold in a Hilbert space. In this paper we review the generalized reduced basis method as a fast computational tool for ...

Springer2012

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