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We consider Gaussian random waves on hyperbolic spaces and establish variance asymptotics and central limit theorems for a large class of their integral functionals, both in the high-frequency and large domain limits. Our strategy of proof…
We investigate linear dynamical systems of second order. Uncertainty quantification is applied, where physical parameters are substituted by random variables. A stochastic Galerkin method yields a linear dynamical system of second order…
We investigate the stochastic evolution equations describing the motion of a Non-Newtonian fluids excited by multiplicative noise of L\'evy type. By making use of Galerkin approximation we can prove that the system has a global…
Some hyperbolic systems are known to include implicit preservation of differential constraints: these are for example the time conservation of the curl or the divergence of a vector that appear as an implicit constraint. In this article, we…
A number of physical phenomena are described by nonlinear hyperbolic equations. Presence of discontinuous solutions motivates the necessity of development of reliable numerical methods based on the fundamental mathematical properties of…
We develop a stochastic Galerkin method for a coupled Navier-Stokes-cloud system that models dynamics of warm clouds. Our goal is to explicitly describe the evolution of uncertainties that arise due to unknown input data, such as model…
Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach. Hahn and Meixner polynomials are interpreted as posterior…
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…
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…
We prove the convergence of discontinuous Galerkin approximations for the Vlasov-Poisson system written as an hyperbolic system using Hermite polynomials in velocity. To obtain stability properties, we introduce a suitable weighted L 2…
The paper addresses linear hyperbolic systems in one space dimension with random field coefficients. In many applications, a low degree of regularity of the paths of the coefficients is required, which is not covered by classical stochastic…
In this paper we continue the study of non-diagonalisable hyperbolic systems with variable multiplicity started by the authors in \cite{Garetto2018}. In the case of space dependent coefficients, we prove a representation formula for…
Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix…
Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…
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…
A description of Lagrangian and Hamiltonian formalisms naturally arisen from the invariance structure of given nonlinear dynamical systems on the infinite--dimensional functional manifold is presented. The basic ideas used to formulate the…
The goal of this paper is to create a fruitful bridge between the numerical methods for approximating partial differential equations (PDEs) in fluid dynamics and the (iterative) numerical methods for dealing with the resulting large linear…
A new high order accurate semi-implicit space-time Discontinuous Galerkin method on staggered grids, for the simulation of viscous incompressible flows on two-dimensional domains is presented. The designed scheme is of the Arbitrary…
In this paper, we concentrate on the superconvergence of the local discontinuous Galerkin method with generalized numerical fluxes for one-dimensional linear time-dependent fourth-order equations. The adjustable numerical viscosity of the…
Numerical solution of one-dimensional stochastic integral equations because of the randomness has its own problems, i.e. some of them no have analytically solution or finding their analytic solution is very difficult. This problem for…