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Macroscopically heterogeneous materials, characterised mostly by comparable heterogeneity lengthscale and structural sizes, can no longer be modelled by deterministic approach instead. It is convenient to introduce stochastic approach with…

Computational Engineering, Finance, and Science · Computer Science 2014-02-07 Jan Sýkora , Anna Kučerová

This work investigates a fully discrete mixed finite element method for the stochastic Boussinesq system driven by multiplicative noise. The spatial discretization is performed using a standard mixed finite element method, while the…

Numerical Analysis · Mathematics 2025-12-25 Liet Vo

A multilevel adaptive refinement strategy for solving linear elliptic partial differential equations with random data is recalled in this work. The strategy extends the a posteriori error estimation framework introduced by Guignard and…

Numerical Analysis · Mathematics 2022-02-21 Alex Bespalov , David J. Silvester

A special aspect of parameter identification in finite-strain elasto-plasticity is considered. Namely, we analyze the impact of the measurement errors on the resulting set of material parameters. In order to define the sensitivity of…

Applications · Statistics 2021-03-15 A. V. Shutov , A. A. Kaygorodtseva

This paper addresses model dimensionality reduction for Bayesian inference based on prior Gaussian fields with uncertainty in the covariance function hyper-parameters. The dimensionality reduction is traditionally achieved using the…

Numerical Analysis · Mathematics 2023-07-19 Ihab Sraj , Olivier P. Le Maître , Omar M. Knio , Ibrahim Hoteit

Stochastic modeling has become a popular approach to quantify uncertainty in flows through heterogeneous porous media. The uncertainty in heterogeneous structure properties is often parameterized by a high-dimensional random variable. This…

Numerical Analysis · Mathematics 2013-10-22 Lijian Jiang , J. David Moulton , Jia Wei

In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel…

Numerical Analysis · Mathematics 2015-06-18 Yalchin Efendiev , Bangti Jin , Michael Presho , Xiaosi Tan

Statistical learning additions to physically derived mathematical models are gaining traction in the literature. A recent approach has been to augment the underlying physics of the governing equations with data driven Bayesian statistical…

Methodology · Statistics 2022-05-25 Connor Duffin , Edward Cripps , Thomas Stemler , Mark Girolami

This paper deals with the study, from a probabilistic point of view, of logistic-type differential equations with uncertainties. We assume that the initial condition is a random variable and the diffusion coefficient is a stochastic…

Probability · Mathematics 2019-01-31 J. -C. Cortés , A. Navarro-Quiles , J. -V. Romero , M. -D. Roselló

We consider standard tracking-type, distributed elliptic optimal control problems with $L^2$ regularization, and their finite element discretization. We are investigating the $L^2$ error between the finite element approximation $u_{\varrho…

Numerical Analysis · Mathematics 2022-07-12 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

Semi-discrete and fully discrete mixed finite element methods are considered for Maxwell-model-based problems of wave propagation in linear viscoelastic solid. This mixed finite element framework allows the use of a large class of existing…

Numerical Analysis · Mathematics 2021-06-16 Hao Yuan , Xiaoping Xie

We present a domain decomposition formulation based on hybridization which is inspired by hybridized discontinuous Galerkin (HDG) methods, that enhance mixed domain decomposition methods by incorporating stabilization terms. Unlike…

Numerical Analysis · Mathematics 2026-04-27 Kersten Schmidt , Timon Seibel , Sebastian Schöps

We propose a generalized finite element method for linear elasticity equations with highly varying and oscillating coefficients. The method is formulated in the framework of localized orthogonal decomposition techniques introduced by…

Numerical Analysis · Mathematics 2016-08-24 Patrick Henning , Anna Persson

This work is concerned with the propagation of uncertainty across coupled domain problems with high-dimensional random inputs. A stochastic model reduction approach based on low-rank separated representations is proposed for the partitioned…

Probability · Mathematics 2015-06-16 Mohammad Hadigol , Alireza Doostan , Hermann G. Matthies , Rainer Niekamp

A robust $hp$-adaptive finite element framework is presented for the investigation of static cracks in materials characterized by complex, pointwise density variations. Within such heterogeneous media, the equilibrium equation governed by…

Numerical Analysis · Mathematics 2025-12-29 S. M. Mallikarjunaiah

We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…

Computation · Statistics 2019-10-15 Babak Shahbaba , Luis Martinez Lomeli , Tian Chen , Shiwei Lan

We present an efficient finite difference method for the approximation of second derivatives, with respect to system parameters, of expectations for a class of discrete stochastic chemical reaction networks. The method uses a coupling of…

Quantitative Methods · Quantitative Biology 2012-10-16 Elizabeth Skubak Wolf , David F. Anderson

Parameter estimation for spatiotemporal dynamics for coupled map lattices and continuous time domain systems is shown using a combination of multiple shooting, Karhunen-Loeve decomposition and Galerkin's projection methodologies. The…

Chaotic Dynamics · Physics 2009-11-07 Anandamohan Ghosh , V. Ravi Kumar , B. D. Kulkarni

This paper considers stochastic hybrid stress quadrilateral finite element analysis of plane elasticity equations with stochastic Young's modulus and stochastic loads. Firstly, we apply Karhunen-Lo$\grave{e}$ve expansion to stochastic…

Numerical Analysis · Mathematics 2015-02-24 Xiaojing Xu , Wenwen Fan , Xiaoping Xie

In this paper a computationally efficient approach is suggested for the stochastic modeling of an inhomogeneous reluctivity of magnetic materials. These materials can be part of electrical machines, such as a single phase transformer (a…

Computational Engineering, Finance, and Science · Computer Science 2017-09-26 Radoslav Jankoski , Ulrich Römer , Sebastian Schöps