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This paper generalizes stochastic collocation methods to handle correlated non-Gaussian random parameters. The key challenge is to perform a multivariate numerical integration in a correlated parameter space when computing the coefficient…

Numerical Analysis · Computer Science 2018-08-28 Chunfeng Cui , Zheng Zhang

We propose an algorithm for the computational homogenization of locally periodic hyperelastic structures undergoing large deformations due to external quasi-static loading. The algorithm performs clustering of macroscopic deformations into…

Numerical Analysis · Mathematics 2026-02-26 Vladimír Lukeš , Eduard Rohan

We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical…

Statistical Mechanics · Physics 2017-09-13 Lester O. Hedges , H. Alicia Kim , Robert L. Jack

In this paper, we show that the concept of sigma-convergence associated to stochastic processes can tackle the homogenization of stochastic partial differential equations. In this regard, the homogenization problem for a stochastic…

Analysis of PDEs · Mathematics 2014-08-12 Paul André Razafimandimby , Jean Louis Woukeng

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

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…

Numerical Analysis · Mathematics 2013-06-04 Maziar Raissi , Padmanabhan Seshaiyer

Coarse-scale surrogate models in the context of numerical homogenization of linear elliptic problems with arbitrary rough diffusion coefficients rely on the efficient solution of fine-scale sub-problems on local subdomains whose solutions…

Numerical Analysis · Mathematics 2022-09-07 Fabian Kröpfl , Roland Maier , Daniel Peterseim

We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these…

Analysis of PDEs · Mathematics 2013-07-08 Scott N. Armstrong , Pierre Cardaliaguet , Panagiotis E. Souganidis

The notion of periodic two-scale convergence and the method of periodic unfolding are prominent and useful tools in multiscale modeling and analysis of PDEs with rapidly oscillating periodic coefficients. In this paper we are interested in…

Analysis of PDEs · Mathematics 2021-05-28 Martin Heida , Stefan Neukamm , Mario Varga

This paper introduces an $hp$-adaptive multi-element stochastic collocation method, which additionally allows to re-use existing model evaluations during either $h$- or $p$-refinement. The collocation method is based on weighted Leja nodes.…

Computational Engineering, Finance, and Science · Computer Science 2023-05-02 Armin Galetzka , Dimitrios Loukrezis , Niklas Georg , Herbert De Gersem , Ulrich Römer

In this paper, we propose a multiscale method for heterogeneous Stokes problems. The method is based on the Localized Orthogonal Decomposition (LOD) methodology and has approximation properties independent of the regularity of the…

Numerical Analysis · Mathematics 2024-10-21 Moritz Hauck , Alexei Lozinski

Building upon score-based learning, new interest in stochastic localization techniques has recently emerged. In these models, one seeks to noise a sample from the data distribution through a stochastic process, called observation process,…

Machine Learning · Statistics 2026-02-24 Louis Grenioux , Maxence Noble , Marylou Gabrié , Alain Oliviero Durmus

A central question in numerical homogenization of partial differential equations with multiscale coefficients is the accurate computation of effective quantities, such as the homogenized coefficients. Computing homogenized coefficients…

Numerical Analysis · Mathematics 2020-07-22 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni

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…

Numerical Analysis · Mathematics 2013-06-05 Maziar Raissi , Padmanabhan Seshaiyer

Gradient porous structured materials possess significant potential of being applied in many engineering fields. To accelerate the design process of infill graded microstructures, a novel asymptotic homogenisation topology optimisation…

Computational Engineering, Finance, and Science · Computer Science 2019-12-18 Dingchuan Xue , Yichao Zhu , Shaoshuai Li , Chang Liu , Weisheng Zhang , Xu Guo

We provide a primer to numerical methods based on Taylor series expansions such as generalized finite difference methods and collocation methods. We provide a detailed benchmarking strategy for these methods as well as all data files…

This paper is devoted to the study of the stochastic-periodic homogenization of Poisson-Nernst-Planck equations in porous media. It is shown by the stochastic two-scale convergence method extended to periodic surfaces that results in a…

Analysis of PDEs · Mathematics 2024-08-26 Franck Tchinda , Joel Fotso Tachago , Joseph Dongho , Fridolin Tchangnwa Nya

Numerical homogenization, i.e. the finite-dimensional approximation of solution spaces of PDEs with arbitrary rough coefficients, requires the identification of accurate basis elements. These basis elements are oftentimes found after a…

Numerical Analysis · Mathematics 2015-05-12 Houman Owhadi

In this paper, we analyze the embedding cell method, an algorithm which has been developed for the numerical homogenization of metal-ceramic composite materials. We show the convergence of the iteration scheme of this algorithm and the…

Numerical Analysis · Mathematics 2016-12-20 Wolf-Patrick Düll , Bastian Hilder , Guido Schneider

Supervised deep-embedding methods project inputs of a domain to a representational space in which same-class instances lie near one another and different-class instances lie far apart. We propose a probabilistic method that treats…

Machine Learning · Statistics 2019-09-27 Tyler R. Scott , Karl Ridgeway , Michael C. Mozer