Found 30 Documents (Results 1–30)
A non-Gaussian Bayesian filter for sequential data assimilation with non-intrusive polynomial chaos expansion. (English) Zbl 07863834
Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems. (English) Zbl 07506521
Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian processes. (English) Zbl 1507.62236
Intrusive generalized polynomial chaos with asynchronous time integration for the solution of the unsteady Navier-Stokes equations. (English) Zbl 1521.76632
multiUQ: an intrusive uncertainty quantification tool for gas-liquid multiphase flows. (English) Zbl 1453.76181
A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness. (English) Zbl 1441.60004
Scalable domain decomposition solvers for stochastic PDEs in high performance computing. (English) Zbl 1440.65264
Numerical simulation of hydromagnetic natural convection flow in a grooved enclosure filled with CuO-water nanofluid considering Brownian motion. (English) Zbl 1433.80004
Parallel domain decomposition strategies for stochastic elliptic equations. Part B: Accelerated Monte Carlo sampling with local PC expansions. (English) Zbl 1417.65163
Reviewer: Michael Jung (Dresden)
Nested polynomial trends for the improvement of Gaussian process-based predictors. (English) Zbl 1378.62092
A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion. (English) Zbl 1367.62271
Comparison of surrogate-based uncertainty quantification methods for computationally expensive simulators. (English) Zbl 06736509
Parametrization of random vectors in polynomial chaos expansions via optimal transportation. (English) Zbl 1351.60089
Universality of non-extensive Tsallis statistics and time series analysis: theory and applications. (English) Zbl 1395.82124
On the equivalence of dynamically orthogonal and bi-orthogonal methods: theory and numerical simulations. (English) Zbl 1349.65535
A generalized polynomial chaos-based method for efficient Bayesian calibration of uncertain computational models. (English) Zbl 1308.62048
A flexible uncertainty quantification method for linearly coupled multi-physics systems. (English) Zbl 1349.60112
A convergence study for SPDEs using combined polynomial chaos and dynamically-orthogonal schemes. (English) Zbl 1349.65509
Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems. (English) Zbl 1197.65013
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