Related papers: A Sparse Stochastic Collocation Technique for High…
We consider the wave equation with uncertain initial data and medium, when the wavelength $\varepsilon$ of the solution is short compared to the distance traveled by the wave. We are interested in the statistics for quantities of interest…
We propose a suitable analytical framework to perform numerical analysis of problems arising in compressible fluid models with uncertain data. We discuss both weak and strong stochastic approach, where the former is based on the knowledge…
We consider systems of the form $ \partial_{\tau} \mathcal U + \mathcal A(\partial_{\xi}) \mathcal U + \frac{1}{\varepsilon} \mathcal E \mathcal U = \mathcal T_{2}( \mathcal U , \mathcal U ) + \varepsilon \mathcal T_3( \mathcal U , \mathcal…
Macroscopically heterogeneous materials, characterised mostly by comparable heterogeneity lengthscale and structural sizes, can no longer be modelled by deterministic approach instead. It is convenient to introduce stochastic approach with…
In this paper, we investigate the wave solutions of a stochastic rotating shallow water model. This approximate model provides an interesting simple description of the interplay between waves and random forcing ensuing either from the wind…
In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…
Multi-scale wave propagation problems are computationally costly to solve by traditional techniques because the smallest scales must be represented over a domain determined by the largest scales of the problem. We have developed and…
We consider a simple two-dimemsional harmonic lattice with random, independent and identically distributed masses. Using the methods of stochastic homogenization, we show that solutions with long wave initial data converge in an appropriate…
For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…
Propagation of high-frequency wave in periodic media is a challenging problem due to the existence of multiscale characterized by short wavelength, small lattice constant and large physical domain size. Conventional computational methods…
Quantifying the effects on electromagnetic waves scattered by objects of uncertain shape is key for robust design, particularly in high precision applications. Assuming small random perturbations departing from a nominal domain, the…
We introduce the stochastic band structure, a method giving the dispersion relation for waves propagating in periodic media or along waveguides, and subject to material loss or radiation damping. Instead of considering an explicit or…
Gaussian beams are asymptotically valid high frequency solutions to hyperbolic partial differential equations, concentrated on a single curve through the physical domain. They can also be extended to some dispersive wave equations, such as…
In this paper, we study the stochastic collocation (SC) methods for uncertainty quantification (UQ) in hyperbolic systems of nonlinear partial differential equations (PDEs). In these methods, the underlying PDEs are numerically solved at a…
We obtain a general solution for the probability density function of wave intensities in non-stationary Wave Turbulence. The solution is expressed in terms of the wave action spectrum evolving according the the wave-kinetic equation. We…
In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…
Stochastic spectral methods have achieved great success in the uncertainty quantification of many engineering problems, including electronic and photonic integrated circuits influenced by fabrication process variations. Existing techniques…
The diffusive viscous wave equation describes wave propagation in diffusive and viscous media. Examples include seismic waves traveling through the Earth's crust, taking into account of both the elastic properties of rocks and the…
In non-destructive evaluation guided wave inspections, the elastic structure to be inspected is often embedded within other elastic media and the ensuing leaky waves are complex and non-trivial to compute; we consider the canonical example…
There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…