3.4.1: Numerical Methods for Propagating Uncertainty Across Scales and for Hybrid Stochastic-Deterministic Systems

Abstract

We address an important research area in stochastic multiscale modeling, namely, the propagation of uncertainty across heterogeneous domains characterized by partially correlated processes with vastly different correlation lengths. This class of problems arises very often when computing stochastic PDEs and particle models with stochastic/stochastic domain interaction but also with stochastic/deterministic coupling. The domains may be fully embedded, adjacent, or partially overlapping.

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Document Details

Document Type
Technical Report
Publication Date
Oct 04, 2017
Accession Number
AD1051281

Entities

People

  • George Karniadakis

Organizations

  • Brown University

Tags

Communities of Interest

  • Engineered Resilient Systems

DTIC Thesaurus Topics

  • Algorithms
  • Computational Fluid Dynamics
  • Computational Science
  • Differential Equations
  • Equations
  • Flow
  • Fluid Flow
  • Gaussian Processes
  • Information Science
  • Molecular Dynamics
  • Multiscale Modeling
  • Partial Differential Equations
  • Physics
  • Reliability
  • Shear Flow
  • Simulations
  • Students

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Computational Fluid Dynamics (CFD)