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Spatially referenced datasets have become increasingly prevalent across many fields, largely driven by advances in data collection methods such as satellite remote sensing. In many applications, predictions at unobserved locations are…

Computation · Statistics 2026-05-19 Isaac Amouzou , Ben Seiyon Lee

This paper provides a methodology of verified computing for solutions to 1-dimensional advection equations with variable coefficients. The advection equation is typical partial differential equations (PDEs) of hyperbolic type. There are few…

Numerical Analysis · Mathematics 2019-07-03 Akitoshi Takayasu , Suro Yoon , Yasunori Endo

We propose, analyze, and test a penalty projection-based efficient and accurate algorithm for the Uncertainty Quantification (UQ) of the time-dependent Magnetohydrodynamic (MHD) flow problems in convection-dominated regimes. The algorithm…

Numerical Analysis · Mathematics 2023-10-30 Muhammad Mohebujjaman , Julian Miranda , Md. Abdullah Al Mahbub , Mengying Xiao

We propose a predictor-corrector adaptive method for the simulation of hyperbolic partial differential equations (PDEs) on networks under general uncertainty in parameters, initial conditions, or boundary conditions. The approach is based…

Numerical Analysis · Mathematics 2024-03-26 Jake J. Harmon , Svetlana Tokareva , Anatoly Zlotnik

Sensitivity analysis (SA) and uncertainty quantification (UQ) are used to assess and improve engineering models. In this study, various methods of SA and UQ are described and applied in theoretical and practical examples for use in energy…

Applications · Statistics 2022-07-07 Majdi I. Radaideh , Mohammad I. Radaideh

In this paper, we propose a hybrid collocation method based on finite difference and Haar wavelets to solve nonlocal hyperbolic partial differential equations. Developing an efficient and accurate numerical method to solve such problem is a…

Numerical Analysis · Mathematics 2022-11-15 Gopal Priyadarshi , Abdul Halim

Macroscopic models for spatially extended systems under random influences are often described by stochastic partial differential equations (SPDEs). Some techniques for understanding solutions of such equations, such as estimating…

Dynamical Systems · Mathematics 2009-03-27 Jinqiao Duan

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…

Numerical Analysis · Mathematics 2018-12-06 Chunfeng Cui , Zheng Zhang

In this work, we determine the full expression for the global truncation error of hyperbolic partial differential equations (PDEs). In particular, we use theoretical analysis and symbolic algebra to find exact expressions for the…

Numerical Analysis · Mathematics 2022-12-05 Siddhartha Bishnu , Mark Petersen , Bryan Quaife

First-order systems of hyperbolic partial differential equations (PDEs) occur ubiquitously throughout computational physics, commonly used in simulations of fluid turbulence, shock waves, electromagnetic interactions, and even general…

Logic in Computer Science · Computer Science 2025-03-19 Jonathan Gorard , Ammar Hakim

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Harald P. Pfeiffer , Lawrence E. Kidder , Mark A. Scheel , Saul A. Teukolsky

Neural operators (NOs) provide fast, resolution-invariant surrogates for mapping input fields to PDE solution fields, but their predictions can exhibit significant epistemic uncertainty due to finite data, imperfect optimization, and…

Machine Learning · Computer Science 2026-03-13 Haoze Song , Zhihao Li , Mengyi Deng , Xin Li , Duyi Pan , Zhilu Lai , Wei Wang

Numerical relativity has traditionally been pursued via finite differencing. Here we explore pseudospectral collocation (PSC) as an alternative to finite differencing, focusing particularly on the solution of the Hamiltonian constraint (an…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Lawrence E. Kidder , Lee Samuel Finn

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

In this paper hyperbolic partial differential equations with random coefficients are discussed. We consider the challenging problem of flux functions with coefficients modeled by spatiotemporal random fields. Those fields are given by…

Analysis of PDEs · Mathematics 2024-11-22 Andrea Barth , Franz Georg Fuchs

This paper presents a numerical approach to the stochastic obstacle problem using the stochastic Galerkin (SG) method. Due to the low regularity of the solution, linear finite elements are employed in both the physical and random variable…

Numerical Analysis · Mathematics 2026-04-29 Chenhui Zhu , Fei Wang , Weimin Han

In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization (SP) algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent…

Computational Physics · Physics 2013-10-08 Ian Grooms , Andrew J Majda

We propose a Dynamical generalized Polynomial Chaos (DgPC) method to solve time-dependent stochastic partial differential equations (SPDEs) with white noise forcing. The long-time simulation of SPDE solutions by Polynomial Chaos (PC)…

Numerical Analysis · Mathematics 2016-12-16 H. Cagan Ozen , Guillaume Bal

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with…

Computation · Statistics 2015-03-19 Tuhin Sahai , Jose Miguel Pasini

This paper deals with some of the methodologies used to construct polynomial surrogate models based on generalized polynomial chaos (gPC) expansions for applications to uncertainty quantification (UQ) in aerodynamic computations. A core…

Fluid Dynamics · Physics 2018-03-14 Eric Savin , Andrea Resmini , Jacques Peter
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