A methodology is introduced for rapid reduced-order solution of stochastic partial differential equations. On the random domain, a generalized polynomial chaos expansion (GPCE) is used to generate a reduced subspace. GPCE involves expansion of the random variable as a linear combination of basis fun
A fictitious domain approach to the numerical solution of PDEs in stochastic domains
β Scribed by Claudio Canuto; Tomas Kozubek
- Publisher
- Springer-Verlag
- Year
- 2007
- Tongue
- English
- Weight
- 953 KB
- Volume
- 107
- Category
- Article
- ISSN
- 0029-599X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Approximation im Frequenzbereich bei der Regelung linearer stochastischer Systeme I/Icrlo.rlb3OBaHtle qaCTOTHI, IX o6stacTefi )I~ pery~mpoBaI-n~ JmHeftm,lx CTOXaCTnqecr, nx CrICTeM H. TONGt A unification of methodology in the frequency-domain approach permits its use in the study of the regulation
Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of sing