scispace - formally typeset
Open AccessBook

An Introduction to Computational Stochastic PDEs

TLDR
This book offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis and theory is developed in tandem with state-of-the art computational methods through worked examples, exercises, theorems and proofs.
Abstract
Part I. Deterministic Differential Equations: 1. Linear analysis 2. Galerkin approximation and finite elements 3. Time-dependent differential equations Part II. Stochastic Processes and Random Fields: 4. Probability theory 5. Stochastic processes 6. Stationary Gaussian processes 7. Random fields Part III. Stochastic Differential Equations: 8. Stochastic ordinary differential equations (SODEs) 9. Elliptic PDEs with random data 10. Semilinear stochastic PDEs.

read more

Content maybe subject to copyright    Report

Citations
More filters
Posted Content

Model Reduction and Neural Networks for Parametric PDEs

TL;DR: In this paper, a general framework for data-driven approximation of input-output maps between infinite-dimensional spaces is developed, motivated by the recent successes of neural networks and deep learning, in combination with ideas from model reduction.
Journal ArticleDOI

Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients

TL;DR: A rigorous error analysis for methods constructed from standard continuous and piecewise linear finite element approximation in physical space, truncated Karhunen–Loève expansion for computing realizations of a and lattice-based quasi-Monte Carlo quadrature rules for computing integrals over parameter space which define the expected values.
Journal ArticleDOI

On uncertainty quantification in hydrogeology and hydrogeophysics

TL;DR: This review aims at helping hydrogeologists and hydrogeophysicists to identify suitable approaches for UQ that can be applied and further developed to their specific needs and considers hydrogeophysical inversion, where petrophysical uncertainty is often ignored leading to overconfident parameter estimation.
Journal ArticleDOI

Low-rank solvers for unsteady Stokes–Brinkman optimal control problem with random data

TL;DR: A new alternating iterative tensor method for an efficient reduction of this system by the low-rank Tensor Train representation and proposes and analyzes a robust Schur complement-based preconditioner for the solution of the saddle-point system.
Posted Content

Numerical Solution of the Parametric Diffusion Equation by Deep Neural Networks

TL;DR: This work finds strong support for the hypothesis that approximation-theoretical effects heavily influence the practical behavior of learning problems in numerical analysis.
References
More filters
Book

Matrix computations

Gene H. Golub
Book

Partial Differential Equations

TL;DR: In this paper, the authors present a theory for linear PDEs: Sobolev spaces Second-order elliptic equations Linear evolution equations, Hamilton-Jacobi equations and systems of conservation laws.
Book

Semigroups of Linear Operators and Applications to Partial Differential Equations

Amnon Pazy
TL;DR: In this article, the authors considered the generation and representation of a generator of C0-Semigroups of Bounded Linear Operators and derived the following properties: 1.1 Generation and Representation.
Book

Real and complex analysis

Walter Rudin
TL;DR: In this paper, the Riesz representation theorem is used to describe the regularity properties of Borel measures and their relation to the Radon-Nikodym theorem of continuous functions.
Book

A treatise on the theory of Bessel functions

G. N. Watson
TL;DR: The tabulation of Bessel functions can be found in this paper, where the authors present a comprehensive survey of the Bessel coefficients before and after 1826, as well as their extensions.