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Coupled problems with various combinations of multiple physics, scales, and domains can be found in numerous areas of science and engineering. A key challenge in the formulation and implementation of corresponding coupled models is to…

偏微分方程分析 · 数学 2012-07-05 Maarten Arnst , Roger Ghanem , Eric Phipps , John Red-Horse

This work proposes a sampling-based (non-intrusive) approach within the context of low-rank separated representations to tackle the issue of curse-of-dimensionality associated with the solution of models, e.g., PDEs/ODEs, with…

数学物理 · 物理学 2013-06-20 Alireza Doostan , AbdoulAhad Validi , Gianluca Iaccarino

A numerical method for coupled 3D-1D problems with discontinuous solutions at the interfaces is derived and discussed. This extends a previous work on the subject where only continuous solutions were considered. Thanks to properly defined…

数值分析 · 数学 2022-03-04 Stefano Berrone , Denise Grappein , Stefano Scialò

Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…

数值分析 · 数学 2020-08-11 Zhibao Zheng

We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists…

最优化与控制 · 数学 2025-05-28 Francesco Cordiano , Matin Jafarian , Bart De Schutter

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

数值分析 · 数学 2014-01-03 Lionel Mathelin

This paper presents stochastic virtual element methods for propagating uncertainty in linear elastic stochastic problems. We first derive stochastic virtual element equations for 2D and 3D linear elastic problems that may involve…

数值分析 · 数学 2023-11-01 Zhibao Zheng , Udo Nackenhorst

We present a novel uncertainty quantification approach for high-dimensional stochastic partial differential equations that reduces the computational cost of polynomial chaos methods by decomposing the computational domain into…

数值分析 · 数学 2017-09-11 Ramakrishna Tipireddy , Panos Stinis , Alexandre Tartakovsky

In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a…

数值分析 · 数学 2016-06-20 Jonas Ballani , Daniel Kressner , Michael Peters

We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each…

数值分析 · 数学 2017-10-25 Ramkrishna Tipireddy , Panos Stinis , Alexandre Tartakovsky

Coupled problems with various combinations of multiple physics, scales, and domains are found in numerous areas of science and engineering. A key challenge in the formulation and implementation of corresponding coupled numerical models is…

偏微分方程分析 · 数学 2012-04-17 Maarten Arnst , Roger Ghanem , Eric Phipps , John Red-Horse

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

数值分析 · 数学 2019-01-23 Anthony Nouy , Florent Pled

This article presents a general approach akin to domain-decomposition methods to solve a single linear PDE, but where each subdomain of a partitioned domain is associated to a distinct variational formulation coming from a mutually…

数值分析 · 数学 2017-09-26 Federico Fuentes , Brendan Keith , Leszek Demkowicz , Patrick Le Tallec

Coupled problems with various combinations of multiple physics, scales, and domains are found in numerous areas of science and engineering. A key challenge in the formulation and implementation of corresponding coupled numerical models is…

偏微分方程分析 · 数学 2012-04-17 Maarten Arnst , Roger Ghanem , Eric Phipps , John Red-Horse

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…

定量方法 · 定量生物学 2015-10-05 Christian A. Yates , Mark B. Flegg

We propose a domain decomposition method for the efficient simulation of nonlocal problems. Our approach is based on a multi-domain formulation of a nonlocal diffusion problem where the subdomains share "nonlocal" interfaces of the size of…

数值分析 · 数学 2021-09-29 Xiao Xu , Christian Glusa , Marta D'Elia , John T. Foster

Mixed dimensional partial differential equations (PDEs) are equations coupling unknown fields defined over domains of differing topological dimension. Such equations naturally arise in a wide range of scientific fields including geology,…

数学软件 · 计算机科学 2019-11-05 Cécile Daversin-Catty , Chris N. Richardson , Ada J. Ellingsrud , Marie E. Rognes

Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…

数据分析、统计与概率 · 物理学 2020-01-29 Sharmila Karumuri , Rohit Tripathy , Ilias Bilionis , Jitesh Panchal

Many physical problems involving heterogeneous spatial scales, such as the flow through fractured porous media, the study of fiber-reinforced materials, or the modeling of the small circulation in living tissues -- just to mention a few…

数值分析 · 数学 2024-01-02 Luca Heltai , Paolo Zunino

The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations…

数值分析 · 数学 2017-05-11 Francisco Bernal , Gonçalo dos Reis , Greig Smith
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