Publications associées à Stochastic partial differential equation

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Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Fabio Nobile, Giovanni Migliorati, Erik Gustaf Bogislaw Von Schwerin

In this work we consider the random discrete

L^2

projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input parameters. ...

Siam Publications2013

Stochastic partial differential equation

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Mean-square A-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations

Moments, Intermittency, and Growth Indices for Nonlinear Stochastic PDE's with Rough Initial Conditions

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Accurate and efficient evaluation of failure probability for partial different equations with random input data

Coupling reduced basis and numerical homogenization methods for solving quasilinear elliptic problems

A combination between the reduced basis method and the ANOVA expansion: On the computation of sensitivity indices

Optimal control for Partial Differential Equations

Solving Stochastic Ordinary Differential Equations by Monte Carlo and Polynomial Chaos

BPX-preconditioning for isogeometric analysis

Time scale analysis of bedload discharge over steep slopes: from intermittency to white noise.

Optimal control for Partial Differential Equations

Mean-square A-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations

BPX-preconditioning for isogeometric analysis

Coupling reduced basis and numerical homogenization methods for solving quasilinear elliptic problems

Moments, Intermittency, and Growth Indices for Nonlinear Stochastic PDE's with Rough Initial Conditions

Accurate and efficient evaluation of failure probability for partial different equations with random input data

A combination between the reduced basis method and the ANOVA expansion: On the computation of sensitivity indices

Solving Stochastic Ordinary Differential Equations by Monte Carlo and Polynomial Chaos

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Time scale analysis of bedload discharge over steep slopes: from intermittency to white noise.