相关论文: $hp$-Multilevel Monte Carlo Methods for Uncertaint…

We present a multilevel Monte Carlo (MLMC) method for the uncertainty quantification of variably saturated porous media flow that are modeled using the Richards' equation. We propose a stochastic extension for the empirical models that are…

We introduce an immersed high-order discontinuous Galerkin method for solving the compressible Navier-Stokes equations on non-boundary-fitted meshes. The flow equations are discretised with a mixed discontinuous Galerkin formulation and are…

This work presents a novel stabilization strategy for the Galerkin formulation of the incompressible Navier-Stokes equations, developed to achieve high accuracy while ensuring convergence and compatibility with high-order elements on…

We present a velocity-based Monte Carlo fluid solver that overcomes the limitations of its existing vorticity-based counterpart. Because the velocity-based formulation is more commonly used in graphics, our Monte Carlo solver can be readily…

Multilevel sampling methods, such as multilevel and multifidelity Monte Carlo, multilevel stochastic collocation, or delayed acceptance Markov chain Monte Carlo, have become standard uncertainty quantification (UQ) tools for a wide class of…

Both compressible and incompressible Navier-Stokes solvers can be used and are used to solve incompressible turbulent flow problems. In the compressible case, the Mach number is then considered as a solver parameter that is set to a small…

We propose and analyze deterministic multilevel approximations for Bayesian inversion of operator equations with uncertain distributed parameters, subject to additive Gaussian measurement data. The algorithms use a multilevel (ML) approach…

The present paper addresses the numerical solution of turbulent flows with high-order discontinuous Galerkin methods for discretizing the incompressible Navier-Stokes equations. The efficiency of high-order methods when applied to…

In the framework of uncertainty quantification, we consider a quantity of interest which depends non-smoothly on the high-dimensional parameter representing the uncertainty. We show that, in this situation, the multilevel Monte Carlo…

This article investigates matrix-free higher-order discontinuous Galerkin discretizations of the Navier--Stokes equations for incompressible flows with variable viscosity. The viscosity field may be prescribed analytically or governed by a…

We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…

We propose a control variate multilevel Monte Carlo method for the kinetic BGK model of the Boltzmann equation subject to random inputs. The method combines a multilevel Monte Carlo technique with the computation of the optimal control…

We present a strong form, meshless point collocation explicit solver for the numerical solution of the transient, incompressible, viscous Navier-Stokes (N-S) equations in two dimensions. We numerically solve the governing flow equations in…

We develop a Bayesian methodology for numerical solution of the incompressible Navier--Stokes equations with quantified uncertainty. The central idea is to treat discretized Navier--Stokes dynamics as a state-space model and to view…

We study time harmonic acoustic scattering on large deviation rough random scatterers. Therein, the roughness of the scatterers is caused by a low Sobolev regularity in the covariance function of their deformation field. The motivation for…

This thesis deals with the investigation of a H(div)-conforming hybrid discontinuous Galerkin discretization for incompressible turbulent flows. The discretization method provides many physical and solving-oriented properties, which may be…

In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…

In this paper we propose a new spatially high order accurate semi-implicit discontinuous Galerkin (DG) method for the solution of the two dimensional incompressible Navier-Stokes equations on staggered unstructured curved meshes. While the…

In this paper we propose a novel numerical approach for the Boltzmann equation with uncertainties. The method combines the efficiency of classical direct simulation Monte Carlo (DSMC) schemes in the phase space together with the accuracy of…

We present a novel approach aimed at high-performance uncertainty quantification for time-dependent problems governed by partial differential equations. In particular, we consider input uncertainties described by a Karhunen-Loeeve expansion…