Abstract. Stochastic Collocation (SC) has been studied and used in different disciplines for Uncertainty Quantification (UQ). The method consists of computing a set of appropriate points, called collocation points, and then using Lagrange interpolation to construct the probability density function (pdf) of the quantity of interest (QoI). The collocation points are usually chosen as Gauss quadra...

A comparative study of weighted residual methods has been made on different types of advection diffusion equations. Both the linear and non-linear models have been discretized by orthogonal collocation method (OCM) and orthogonal collocation on finite elements (OCFE). Model equations have been solved by MATLAB ‘ode15s’ system solver. Numerical values have been compared with analytic ones and in...

In this paper, we analyse some properties of the orthogonal collocation in the context of its use for reducing PDE (partial differential equations) chemical reactor models for numerical simulation and/or control design. The approximation of the first order derivatives is first considered and analysed with respect to the transfer of the stability properties of the transport component from the PD...

The method of orthogonal collocation for solving boundary value problems in ordinary diierential equation is described, and its relationship to classical nite diierence methods is illustrated. Numerical examples demonstrate the capabilities of software based on orthogonal collocation for analyzing nonlinear diierential equations. A new discretiza-tion method for the solution of elliptic partial...

saccharomyces cerevisiae (baker’s yeast) can exhibit sustained oscillations during the operation in a continuous bioreactor that adversely affects its stability and productivity. because of heterogeneous nature of cell populations, the cell population balance equation (pbe) can be used to capture the dynamic behavior of such cultures. in this work, an unstructured-segregated model is used for d...

A nonlinear Dirichlet boundary value problem is approximated by an orthogonal spline collocation scheme using piecewise Hermite bicubic functions. Existence, local uniqueness, and error analysis of the collocation solution and convergence of Newton’s method are studied. The mesh independence principle for the collocation problem is proved and used to develop an efficient multilevel solution met...

We study the computation of the orthogonal spline collocation solution of a linear Dirichlet boundary value problem with a nonselfadjoint or an indefinite operator of the form Lu = ∑ aij(x)uxixj + ∑ bi(x)uxi + c(x)u. We apply a preconditioned conjugate gradient method to the normal system of collocation equations with a preconditioner associated with a separable operator, and prove that the res...

In this paper, a symmetric Jacobi–Gauss collocation scheme is explored for both linear and nonlinear differential-algebraic equations (DAEs) of arbitrary index.After standard index reduction techniques, a type of Jacobi–Gauss collocation scheme with N knots is applied to differential part whereas another type of Jacobi–Gauss collocation scheme with N + 1 knots is applied to algebraic part of th...