Publications associées à High-order collocation methods for differential equations with random inputs

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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

High-order collocation methods for differential equations with random inputs

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A robust method for inverse transport modelling of atmospheric emissions using blind outlier detection

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

A Weighted Reduced Basis Method For Elliptic Partial Differential Equations With Random Input Data

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

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

Solving Stochastic Ordinary Differential Equations by Monte Carlo and Polynomial Chaos

Convergence of a stabilized discontinuous Galerkin method for incompressible nonlinear elasticity

Sparse Stochastic Processes and Discretization of Linear Inverse Problems

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

Estimation of A-type Piano Key weir rating curve

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

A robust method for inverse transport modelling of atmospheric emissions using blind outlier detection

Sparse Stochastic Processes and Discretization of Linear Inverse Problems

A Weighted Reduced Basis Method For Elliptic Partial Differential Equations With Random Input Data

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

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

Solving Stochastic Ordinary Differential Equations by Monte Carlo and Polynomial Chaos

Convergence of a stabilized discontinuous Galerkin method for incompressible nonlinear elasticity

Estimation of A-type Piano Key weir rating curve

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