An efficient algorithm for simulating ensembles of parameterized flow problems

M Gunzburger, N Jiang, Z Wang - IMA Journal of Numerical …, 2019 - academic.oup.com
Many applications of computational fluid dynamics require multiple simulations of a flow
under different input conditions. In this paper, a numerical algorithm is developed to …

[PDF][PDF] The Helmholtz equation in heterogeneous and random media: analysis and numerics

O Pembery - 2020 - purehost.bath.ac.uk
The Helmholtz equation is the simplest possible model of wave propagation, describing
timeharmonic solutions of the wave equation. We study the Helmholtz equation with …

A Low-rank solver for the Navier--Stokes equations with uncertain viscosity

K Lee, HC Elman, B Sousedik - SIAM/ASA Journal on Uncertainty …, 2019 - SIAM
We study an iterative low-rank approximation method for the solution of the steady-state
stochastic Navier--Stokes equations with uncertain viscosity. The method is based on …

Low‐rank solution of an optimal control problem constrained by random Navier‐Stokes equations

P Benner, S Dolgov, A Onwunta… - International Journal for …, 2020 - Wiley Online Library
We develop a low‐rank tensor decomposition algorithm for the numerical solution of a
distributed optimal control problem constrained by two‐dimensional time‐dependent Navier …

Low-rank solution methods for stochastic eigenvalue problems

HC Elman, T Su - SIAM Journal on Scientific Computing, 2019 - SIAM
We study efficient solution methods for stochastic eigenvalue problems arising from
discretization of self-adjoint PDEs with random data, where the underlying operators depend …

A computational method for solving stochastic Itô–Volterra integral equation with multi-stochastic terms

N Momenzade, AR Vahidi, E Babolian - Mathematical Sciences, 2018 - Springer
In this paper, a linear combination of quadratic modified hat functions is proposed to solve
stochastic Itô–Volterra integral equation with multi-stochastic terms. All known and unknown …

A stochastic Galerkin method with adaptive time-stepping for the Navier–Stokes equations

B Sousedík, R Price - Journal of Computational Physics, 2022 - Elsevier
We study the time-dependent Navier–Stokes equations in the context of stochastic finite
element discretizations. Specifically, we assume that the viscosity is a random field given in …

A stochastic perturbation approach to nonlinear bifurcating problems

IC Gonnella, M Khamlich, F Pichi, G Rozza - arXiv preprint arXiv …, 2024 - arxiv.org
Incorporating probabilistic terms in mathematical models is crucial for capturing and
quantifying uncertainties in real-world systems. Indeed, randomness can have a significant …

A HBM approach for temperature and heat flux convection–diffusion equations and nonlinear problems

Y Zhao, M Huang, J Tang, X Ouyang… - Nuclear Engineering and …, 2019 - Elsevier
Solving convection diffusion equation is widely required in many fields of science,
technology and engineering. The calculation is usually difficult and time-consuming. In this …

Stochastic Galerkin methods for linear stability analysis of systems with parametric uncertainty

B Sousedík, K Lee - SIAM/ASA Journal on Uncertainty Quantification, 2022 - SIAM
We present a method for linear stability analysis of systems with parametric uncertainty
formulated in the stochastic Galerkin framework. Specifically, we assume that for a model …