中文
相关论文

相关论文: Solving Stochastic PDEs Using FEniCS and UQtk

200 篇论文

Simulating complex physical systems is crucial for understanding and predicting phenomena across diverse fields, such as fluid dynamics and heat transfer, as well as plasma physics and structural mechanics. Traditional approaches rely on…

When using the finite element method (FEM) in inverse problems, its discretization error can produce parameter estimates that are inaccurate and overconfident. The Bayesian finite element method (BFEM) provides a probabilistic model for the…

数值分析 · 数学 2026-01-26 Anne Poot , Iuri Rocha , Pierre Kerfriden , Frans van der Meer

The finite element methods (FEM) are important techniques in engineering for solving partial differential equations, but they depend heavily on element shape quality for stability and good performance. In this paper, we introduce the…

数值分析 · 数学 2016-03-30 Rebecca Conley , Tristan J. Delaney , Xiangmin Jiao

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…

应用统计 · 统计学 2022-07-07 Majdi I. Radaideh , Mohammad I. Radaideh

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

概率论 · 数学 2019-08-27 Christian Kuehn , Alexandra Neamtu

We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…

数值分析 · 数学 2010-05-31 Gabriel J. Lord , Antoine Tambue

We present a methodology combining neural networks with physical principle constraints in the form of partial differential equations (PDEs). The approach allows to train neural networks while respecting the PDEs as a strong constraint in…

数值分析 · 数学 2021-09-06 Sebastian K. Mitusch , Simon W. Funke , Miroslav Kuchta

Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…

数值分析 · 数学 2011-11-10 Simon L. Cotter , Tomas Vejchodsky , Radek Erban

We propose a hybrid method, the Neural Enrichment Finite Element Method (NEFEM), designed for problems involving strong oscillations or interface problems with weak discontinuities. This method is based on the stable generalized finite…

数值分析 · 数学 2026-05-12 Shihan Guo , Thomas Richter

The Feynman-Kac formulae (FKF) express local solutions of partial differential equations (PDEs) as expectations with respect to some complementary stochastic differential equation (SDE). Repeatedly sampling paths from the complementary SDE…

统计方法学 · 统计学 2016-03-15 Jake Carson , Murray Pollock , Mark Girolami

We consider the design of structure-preserving discretization methods for the solution of systems of boundary controlled Partial Differential Equations (PDEs) thanks to the port-Hamiltonian formalism. We first provide a novel general…

数值分析 · 数学 2020-09-30 Andrea Brugnoli , Ghislain Haine , Anass Serhani , Xavier Vasseur

A hybrid computational approach that integrates the finite element method (FEM) with least squares support vector regression (LSSVR) is introduced to solve partial differential equations. The method combines FEM's ability to provide the…

数值分析 · 数学 2026-01-01 Maryam Babaei , Peter Rucz , Manfred Kaltenbacher , Stefan Schoder

We introduce and study a new class of partial differential equations (PDEs) with hybrid fuzzy-stochastic parameters, coined fuzzy-stochastic PDEs. Compared to purely stochastic PDEs or purely fuzzy PDEs, fuzzy-stochastic PDEs offer powerful…

偏微分方程分析 · 数学 2019-06-11 Mohammad Motamed

This work analyzes the overall computational complexity of the stochastic Galerkin finite element method (SGFEM) for approximating the solution of parameterized elliptic partial differential equations with both affine and non-affine random…

数值分析 · 数学 2020-01-22 Nick Dexter , Clayton Webster , Guannan Zhang

Recent advances in deep learning makes solving parabolic partial differential equations (PDEs) in high dimensional spaces possible via forward-backward stochastic differential equation (FBSDE) formulations. The implementation of most…

数值分析 · 数学 2025-06-19 Wenjun Xu , Wenzhong Zhang

The finite element method offers attractive methods for the numerical solution of coupled field problems arising in sensors and actuator simulations of various physical domains, like electrodynamics, mechanics, and thermodynamics. With this…

数值分析 · 数学 2025-01-14 Stefan Schoder , Klaus Roppert

In this paper an alternative approach to solve uncertain Stochastic Differential Equation (SDE) is proposed. This uncertainty occurs due to the involved parameters in system and these are considered as Triangular Fuzzy Numbers (TFN). Here…

数值分析 · 计算机科学 2015-02-11 Sukanta Nayak , Snehashish Chakraverty

The paper introduces an adaptive version of the stabilized Trace Finite Element Method (TraceFEM) designed to solve low-regularity elliptic problems on level-set surfaces using a shape-regular bulk mesh in the embedding space. Two…

数值分析 · 数学 2024-08-21 Timo Heister , Maxim A. Olshanskii , Vladimir Yushutin

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

Numerical simulation is dominant in solving partial difference equations (PDEs), but balancing fine-grained grids with low computational costs is challenging. Recently, solving PDEs with neural networks (NNs) has gained interest, yet…

计算物理 · 物理学 2023-12-13 Wei Suo , Weiwei Zhang