An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data
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Recently there has been a growing interest in designing efficient methods for the solution of ordinary/ partial differential equations with random inputs. To this end, stochastic Galerkin methods appear to be superior to other nonsampling methods and, in m ...
We study the simple random walk on the n-dimensional hypercube, in particular its hitting times of large (possibly random) sets. We give simple conditions on these sets ensuring that the properly rescaled hitting time is asymptotically exponentially distri ...
This work proposes and analyzes a Smolyak-type sparse grid stochastic collocation method for the approximation of statistical quantities related to the solution of partial differential equations with random coeffcients and forcing terms ( input data of the ...
Society for Industrial and Applied Mathematics2008
In this paper we propose and analyze a stochastic collocation method to solve elliptic partial differential equations with random coefficients and forcing terms ( input data of the model). The input data are assumed to depend on a finite number of random v ...
Society for Industrial and Applied Mathematics2007
Peer-to-peer content dissemination applications suffer immensely from freeriders, i.e., nodes that do not provide their fair share. The Tit-for-Tat (TfT) incentives have received much attention as they help make such systems more robust against freeriding. ...
A procedure for finding locally the linearizing output of a single input nonlinear affine system is proposed. It relies on successive integrations of one-dimensional distributions and projections along these submanifolds. The algorithm proceeds recursively ...
Training with one type of a visual stimulus usually improves performance. When observers train with two or more stimulus types presented in random order (so-called roving), performance improves for certain stimulus types but not for others. To understand w ...
We consider multiple description coding for the Gaussian source with K descriptions under the symmetric mean squared error distortion constraints. One of the main contributions is a novel lower bound on the sum rate, derived by generalizing Ozarow’s well-k ...
Structural investigations of several minerals belonging to the calaverite group with composition Au1–xAgxTe2 (x = 0.00, 0.02, 0.05, 0.09, 0.19, and 0.33) indicate that Ag is randomly distributed on the Au sites. This suppresses the valence fluctuation of A ...
Presenting stimuli of two or more stimulus types randomly interleaved, so called roving, disrupts perceptual learning in many paradigms. Recently, it was shown that no disruption occurs when Gabor stimuli were presented interleaved in sequence, instead of ...