Stochastic optimal Robin boundary control problems of advection-dominated elliptic equations

P Chen, A Quarteroni, G Rozza - SIAM Journal on Numerical Analysis, 2013 - SIAM
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 …

Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design

J Beck, B Mansour Dia, L Espath… - International Journal for …, 2020 - Wiley Online Library
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 …

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 …

Probabilistic analysis of power and temperature under process variation for electronic system design

I Ukhov, P Eles, Z Peng - IEEE Transactions on Computer …, 2014 - ieeexplore.ieee.org
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 …

An adaptive stochastic Galerkin tensor train discretization for randomly perturbed domains

M Eigel, M Marschall, M Multerer - SIAM/ASA Journal on Uncertainty …, 2020 - SIAM
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 …

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 …

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 …

On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity

P Pettersson, A Doostan, J Nordström - Computer Methods in Applied …, 2013 - Elsevier
The stochastic Galerkin and collocation methods are used to solve an advection–diffusion
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 …

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 …