An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (Q3642886): Difference between revisions

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Latest revision as of 19:15, 19 March 2024

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An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
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    An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (English)
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    6 November 2009
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    finite elements
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    uncertainty quantification
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    anisotropic sparse grids
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    Smolyak sparse approximation
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    multivariate polynomial approximation
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    Galerkin method
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    error analysis
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    stochastic collocation method
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    random coefficients and forcing terms
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    sparse tensor product grids
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    Monte Carlo method
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    convergence
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    numerical examples
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