The search session has expired. Please query the service again.
We examine different approaches to an efficient solution of the stochastic Galerkin (SG) matrix equations coming from the Darcy flow problem with different, uncertain coefficients in apriori known subdomains. The solution of the SG system of equations is usually a very challenging task. A relatively new approach to the solution of the SG matrix equations is the reduced basis (RB) solver, which looks for a low-rank representation of the solution. The construction of the RB is usually done iteratively...
The paper deals with formulation and numerical solution of problems of identification of material parameters for continuum mechanics problems in domains with heterogeneous microstructure. Due to a restricted number of measurements of quantities related to physical processes, we assume additional information about the microstructure geometry provided by CT scan or similar analysis. The inverse problems use output least squares cost functionals with values obtained from averages of state problem quantities...
This paper is concerned with the problem of simulation of , the solution of a stochastic differential equation constrained by some boundary conditions in a smooth domain : namely, we consider the case where the boundary is killing, or where it is instantaneously reflecting in an oblique direction. Given discretization times equally spaced on the interval , we propose new discretization schemes: they are fully implementable and provide a weak error of order under some conditions. The construction...
This paper is concerned with the problem of simulation of (Xt)0≤t≤T, the
solution of a stochastic differential equation constrained by some boundary conditions in a smooth domain
D: namely, we consider the case where the boundary ∂D is killing, or where it is instantaneously
reflecting in an oblique direction. Given N discretization times equally spaced on the interval [0,T],
we propose new discretization schemes: they are fully implementable and provide a weak error of order
N-1 under some conditions....
Currently displaying 1 –
5 of
5