Stochastic optimal Robin boundary control problems of advection-dominated elliptic equations
In this work we deal with a stochastic optimal Robin boundary control problem constrained
by an advection-diffusion-reaction elliptic equation with advection-dominated term. We …
by an advection-diffusion-reaction elliptic equation with advection-dominated term. We …
Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design
An optimal experimental set‐up maximizes the value of data for statistical inferences. The
efficiency of strategies for finding optimal experimental set‐ups is particularly important for …
efficiency of strategies for finding optimal experimental set‐ups is particularly important for …
Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations
J Nordström, M Wahlsten - Journal of Computational Physics, 2015 - Elsevier
We consider a hyperbolic system with uncertainty in the boundary and initial data. Our aim is
to show that different boundary conditions give different convergence rates of the variance of …
to show that different boundary conditions give different convergence rates of the variance of …
Probabilistic analysis of power and temperature under process variation for electronic system design
Electronic system design based on deterministic techniques for power-temperature analysis
is, in the context of current and future technologies, both unreliable and inefficient since the …
is, in the context of current and future technologies, both unreliable and inefficient since the …
An adaptive stochastic Galerkin tensor train discretization for randomly perturbed domains
A linear PDE problem for randomly perturbed domains is considered in an adaptive Galerkin
framework. The perturbation of the domain's boundary is described by a vector valued …
framework. The perturbation of the domain's boundary is described by a vector valued …
Generalized polynomial chaos for nonlinear random delay differential equations
W Shi, C Zhang - Applied Numerical Mathematics, 2017 - Elsevier
In this paper, the generalized polynomial chaos (gPC) method is extended to solve
nonlinear random delay differential equations (NRDDEs). The error estimation of the method …
nonlinear random delay differential equations (NRDDEs). The error estimation of the method …
Polynomial approximation of PDEs with stochastic coefficients
L TAMELLINI - 2012 - politesi.polimi.it
In this thesis we focus on PDEs in which some of the parameters are not known exactly but
affected by a certain amount of uncertainty, and hence described in terms of random …
affected by a certain amount of uncertainty, and hence described in terms of random …
On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity
The stochastic Galerkin and collocation methods are used to solve an advection–diffusion
equation with uncertain and spatially varying viscosity. We investigate well-posedness …
equation with uncertain and spatially varying viscosity. We investigate well-posedness …
Reduced basis methods for partial differential equations with stochastic influences
B Wieland - 2013 - oparu.uni-ulm.de
This thesis is concerned with the development of reduced basis methods for parametrized
partial differential equations (PPDEs) with stochastic influences. We consider uncertainties …
partial differential equations (PPDEs) with stochastic influences. We consider uncertainties …
Model reduction for forward simulation and inverse problems: towards non-linear approaches
A Somacal - 2024 - theses.hal.science
Model reduction is a technique used to compute fast and accurate approximations of
physical systems' states when they are described through parametric Partial Differential …
physical systems' states when they are described through parametric Partial Differential …