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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 partial differential equation, the parameter is given in the…

Numerical Analysis · Mathematics 2026-01-14 Bedřich Sousedík , Kookjin Lee

We first investigate the structure of the systems derived from the gPC based stochastic Galerkin method for the nonlinear hyperbolic systems with random inputs. This method adopts a generalized Polynomial Chaos (gPC) approximations in the…

Numerical Analysis · Mathematics 2016-01-27 Zhenning Cai , Ruo Li , Yanli Wang

Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…

Computational Engineering, Finance, and Science · Computer Science 2014-09-18 Zheng Zhang , Ibrahim , M. Elfadel , Luca Daniel

The study of uncertainty propagation is of fundamental importance in plasma physics simulations. To this end, in the present work we propose a novel stochastic Galerkin (sG) particle {method} for collisional kinetic models of plasmas under…

Numerical Analysis · Mathematics 2023-03-22 Andrea Medaglia , Lorenzo Pareschi , Mattia Zanella

In uncertainty quantification, a stochastic modelling is often applied, where parameters are substituted by random variables. We investigate linear dynamical systems of ordinary differential equations with a quantity of interest as output.…

Numerical Analysis · Mathematics 2019-09-23 Roland Pulch , Akil Narayan

We study several Fokker-Planck equations arising from a stochastic chemical kinetic system modeling a gene regulatory network in biology. The densities solving the Fokker-Planck equations describe the joint distribution of the messenger RNA…

Numerical Analysis · Mathematics 2020-09-15 Pierre Degond , Maxime Herda , Sepideh Mirrahimi

We develop generalized polynomial chaos (gPC) based stochastic Galerkin (SG) methods for a class of highly oscillatory transport equations that arise in semiclassical modeling of non-adiabatic quantum dynamics. These models contain…

Numerical Analysis · Mathematics 2017-04-05 Nicolas Crouseilles , Shi Jin , Mohammed Lemou , Liu Liu

We develop a general polynomial chaos (gPC) based stochastic Galerkin (SG) for hyperbolic equations with random and singular coefficients. Due to the singu- lar nature of the solution, the standard gPC-SG methods may suffer from a poor or…

Numerical Analysis · Mathematics 2017-01-03 Shi Jin , Zheng Ma

In this paper, we study the generalized polynomial chaos (gPC) based stochastic Galerkin method for the linear semiconductor Boltzmann equation under diffusive scaling and with random inputs from an anisotropic collision kernel and the…

Analysis of PDEs · Mathematics 2018-02-19 Liu Liu

Uncertainties have become a major concern in integrated circuit design. In order to avoid the huge number of repeated simulations in conventional Monte Carlo flows, this paper presents an intrusive spectral simulator for statistical circuit…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Tarek A. El-Moselhy , Ibrahim , M. Elfadel , Luca Daniel

In this article, we investigate some issues related to the quantification of uncertainties associated with the electrical properties of graphene nanoribbons. The approach is suited to understand the effects of missing information linked to…

Computational Physics · Physics 2025-01-14 Andrea Medaglia , Giovanni Nastasi , Vittorio Romano , Mattia Zanella

We study uncertainty quantification for a Boltzmann-Poisson system that models electron transport in semiconductors and the physical collision mechanisms over the charges. We use the stochastic Galerkin method in order to handle the…

Numerical Analysis · Mathematics 2021-07-20 Jose A. Morales Escalante , Clemens Heitzinger

This paper is concerned with generalized polynomial chaos (gPC) approximation for a general system of quasilinear hyperbolic conservation laws with uncertainty. The one-dimensional (1D) hyperbolic system is first symmetrized with the aid of…

Numerical Analysis · Mathematics 2019-02-12 Kailiang Wu , Huazhong Tang , Dongbin Xiu

This paper is concerned with a kineitc-fluid model with random initial inputs in the fine particle regime, which is a system coupling the incompressible Navier-Stokes equations and the Vlasov-Fokker-Planck equations that model dispersed…

Analysis of PDEs · Mathematics 2022-04-25 Shi Jin , Yiwen Lin

In uncertainty quantification, critical parameters of mathematical models are substituted by random variables. We consider dynamical systems composed of ordinary differential equations. The unknown solution is expanded into an orthogonal…

Numerical Analysis · Mathematics 2019-04-10 Roland Pulch , Florian Augustin

Modeling stochasticity in gene regulatory networks is an important and complex problem in molecular systems biology. To elucidate intrinsic noise, several modeling strategies such as the Gillespie algorithm have been used successfully. This…

Molecular Networks · Quantitative Biology 2013-01-18 David Murrugarra , Alan Veliz-Cuba , Boris Aguilar , Seda Arat , Reinhard Laubenbacher

In this paper, we provide a general framework to study general class of linear and nonlinear kinetic equations with random uncertainties from the initial data or collision kernels, and their stochastic Galerkin approximations, in both…

Analysis of PDEs · Mathematics 2018-05-24 Liu Liu , Shi Jin

The well-known issue of reconstructing regulatory networks from gene expression measurements has been somewhat disrupted by the emergence and rapid development of single-cell data. Indeed, the traditional way of seeing a gene regulatory…

Molecular Networks · Quantitative Biology 2021-10-01 Ulysse Herbach

Signal-processing molecules inside cells are often present at low copy number, which necessitates probabilistic models to account for intrinsic noise. Probability distributions have traditionally been found using simulation-based approaches…

Molecular Networks · Quantitative Biology 2009-11-09 Andrew Mugler , Aleksandra M. Walczak , Chris H. Wiggins

This report proposes a novel framework for a rigorous robustness analysis of stochastic biochemical systems. The technique is based on probabilistic model checking. We adapt the general definition of robustness introduced by Kitano to the…

Numerical Analysis · Computer Science 2013-10-18 Lubos Brim , Milan Ceska , Sven Drazan , David Safranek
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