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This paper addresses the Bayesian calibration of dynamic models with parametric and structural uncertainties, in particular where the uncertain parameters are unknown/poorly known spatio-temporally varying subsystem models. Independent…

Computation · Statistics 2012-11-02 Piyush Tagade , Han-Lim Choi

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 the form of a generalized polynomial chaos expansion, and…

Numerical Analysis · Mathematics 2026-01-14 Bedřich Sousedík , Randy Price

Design of modern nanostructured semiconductor devices often calls for simulation tools capable of modeling arbitrarily-shaped multiscale geometries. In this work, to this end, a discontinuous Galerkin (DG) method-based framework is…

Computational Physics · Physics 2020-02-03 Liang Chen , Hakan Bagci

We present a multiscale continuous Galerkin (MSCG) method for the fast and accurate stochastic simulation and optimization of time-harmonic wave propagation through photonic crystals. The MSCG method exploits repeated patterns in the…

Numerical Analysis · Mathematics 2020-04-30 Ferran Vidal-Codina , Joel Saa-Seoane , Ngoc-Cuong Nguyen , Jaime Peraire

A novel and efficient algorithm based on the Wiener chaos expansion is proposed for the stochastic Maxwell equations driven by Wiener process. The proposed algorithm can reduce the original stochastic system to the deterministic case and…

Numerical Analysis · Mathematics 2025-08-05 Lihai Ji , Kuan Xue , Liying Zhang

Plasmonic nanostructures significantly improve the performance of photoconductive devices (PCDs) in generating terahertz radiation. However, they are geometrically intricate and result in complicated electromagnetic (EM) field and carrier…

Numerical Analysis · Mathematics 2020-10-14 Liang Chen , Hakan Bagci

In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…

Computational Physics · Physics 2021-03-17 Tianbai Xiao , Martin Frank

A novel hybrid algorithm is presented for the Boltzmann-BGK equation, in which a low-rank decomposition is applied solely in the velocity subspace, while a full-rank representation is maintained in the physical (position) space. This…

Numerical Analysis · Mathematics 2025-08-25 Andres Galindo-Olarte , Joseph Nakao , Mirjeta Pasha , Jing-Mei Qiu , William Taitano

A Continuous Galerkin method-based approach is presented to compute the seismic normal modes of rotating planets. Special care is taken to separate out the essential spectrum in the presence of a fluid outer core using a polynomial…

Computational Physics · Physics 2021-09-28 Jia Shi , Ruipeng Li , Yuanzhe Xi , Yousef Saad , Maarten V. de Hoop

We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…

Numerical Analysis · Mathematics 2021-10-19 Pelin Çiloğlu , Hamdullah Yücel

The incompressible Euler equations are an important model system in computational fluid dynamics. Fast high-order methods for the solution of this time-dependent system of partial differential equations are of particular interest: due to…

Numerical Analysis · Mathematics 2024-10-15 Eike Hermann Müller

Stochastic Galerkin methods can quantify uncertainty at a fraction of the computational expense of conventional Monte Carlo techniques, but such methods have rarely been studied for modelling shallow water flows. Existing stochastic shallow…

Numerical Analysis · Mathematics 2019-07-16 James Shaw , Georges Kesserwani

An integro-differential equation, modeling dynamic fractional order viscoelasticity, with a Mittag-Leffler type convolution kernel is considered. A discontinuous Galerkin method, based on piecewise constant polynomials is formulated for…

Numerical Analysis · Mathematics 2015-01-20 Stig Larsson , Milena Racheva , Fardin Saedpanah

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

Computational Finance · Quantitative Finance 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito

A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…

Soft Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick

Relativistic plasmas around compact objects can sometimes be approximated as being force-free. In this limit, the plasma inertia is negligible and the overall dynamics is governed by global electric currents. We present a novel numerical…

Instrumentation and Methods for Astrophysics · Physics 2024-06-14 Yoonsoo Kim , Elias R. Most , William Throwe , Saul A. Teukolsky , Nils Deppe

We present a new algorithm for the discretization of the Vlasov-Maxwell system of equations for the study of plasmas in the kinetic regime. Using the discontinuous Galerkin finite element method for the spatial discretization, we obtain a…

Plasma Physics · Physics 2017-11-22 J. Juno , A. Hakim , J. TenBarge , E. Shi , W. Dorland

The subject of this work is a new stochastic Galerkin method for second-order elliptic partial differential equations with random diffusion coefficients. It combines operator compression in the stochastic variables with tree-based spline…

Numerical Analysis · Mathematics 2022-06-02 Markus Bachmayr , Igor Voulis

We study the steady-state Navier-Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For…

Numerical Analysis · Mathematics 2016-04-26 Bedřich Sousedík , Howard C. Elman

We investigate a numerical behaviour of robust deterministic optimal control problem subject to a convection diffusion equation containing uncertain inputs. Stochastic Galerkin approach, turning the original optimization problem containing…

Numerical Analysis · Mathematics 2023-03-01 Pelin Çiloğlu , Hamdullah Yücel