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Efficient Methods for Uncertainty Quantification
An extensive development of efficient methods for stochastic modelling enabled uncertainty propagation through complex models. In this contribution, we present a review and comparison of several approaches such as stochastic
JM - Inženýrské stavitelství
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
Comparison of Stochastic Methods for Bayesian Updating of Uncertainty in Parameters of Nonlinear Models
An extensive development of efficient methods for stochastic modelling enabled uncertainty propagation through complex models. In this contribution, we present a review and comparison of several approaches such as stochastic
JM - Inženýrské stavitelství
- 2012 •
- O •
- Link
Rok uplatnění
O - Ostatní výsledky
Výsledek na webu
Comparison of Numerical Methods for Uncertainty Quantification
and comparison of several approaches such as stochastic Galerkin method, stochastic collocation method or polynomial regression based on Latin Hypercube Sampling. The advantages and disadvantages of these...
JM - Inženýrské stavitelství
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
Polynomial chaos-based Evaluation of Failure Probability: A numerical study
and comparison of several approaches such as stochastic Galerkin method, stochastic collocation method or regression based on Latin hypercube sampling for constructionAn extensive development of efficient...
JM - Inženýrské stavitelství
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
Adaptive algorithm for stochastic Galerkin method
We introduce a new tool for obtaining efficient a posteriori estimates of errors of approximate solutions of differential equations the data of which depend linearly on random parameters....
BA - Obecná matematika
- 2015 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Block and multilevel preconditioning for stochastic Galerkin problems with lognormally distributed parameters and tensor product polynomials
The stochastic Galerkin method is a popular numerical method for solution of differential equations with randomly distributed data. We focus on isotropic elliptic according to some hierarchy of approximation spaces...
Pure mathematics
- 2017 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
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A discontinuous Galerkin method for numerical pricing of European options under Heston stochastic volatility
movement of the underlying asset is driven by a stochastic volatility following a square root process proposed by Heston. The stochastic approach incorporates a new is to present the numerical scheme arising from the concept of dis...
Finance
- 2016 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
The Stochastic Galerkin Method for Darcy Flow Problem with Log-Normal Random
This article presents a study of the Stochastic Galerkin Method (SGM) applied to the Darcy flow problem with a log-normally distributed random material field given by a mean value and an autocovariance function. We divide t...
Applied mathematics
- 2017 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
The stochastic galerkin method for darcy flow problem with log-normal random field coefficients
This article presents a study of the Stochastic Galerkin Method (SGM) applied to the Darcy flow problem with a log-normally distributed random material field given by a mean value and an autocovari-ance function. We divide ...
Statistics and probability
- 2017 •
- JSC •
- Link
Rok uplatnění
JSC - Článek v periodiku v databázi SCOPUS
Výsledek na webu
Reduced basis solver for stochastic Galerkin formulation of Darcy flow with uncertain material parameters
In this contribution, we present a solution to the stochastic Galerkin (SG) matrix equations coming from the Darcy flow problem with uncertain material coefficients in the separable form. The SG system of equations is kept in the co...
Applied mathematics
- 2023 •
- D •
- Link
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D - Stať ve sborníku
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