An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data (Q5254894): Difference between revisions

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scientific article; zbMATH DE number 6444777

Language	Label	Description	Also known as
English	An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data	scientific article; zbMATH DE number 6444777

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instance of

scholarly article

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title

An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data (English)

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Lecture Notes in Computational Science and Engineering

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publication date

10 June 2015

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zbMATH Keywords

adaptive wavelet stochastic collocation method

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convergence

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adaptive grid refinement

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multi-resolution analysis

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numerical example

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-319-04537-5_6

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cites work

Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations

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Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation

0 references

A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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Multilevel Monte Carlo method with applications to stochastic partial differential equations

0 references

Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients

0 references

Multilevel Monte Carlo method for parabolic stochastic partial differential equations

0 references

Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison

0 references

Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients

0 references

The calculation of linear least squares problems

0 references

Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods

0 references

A general framework of compactly supported splines and wavelets

0 references

Biorthogonal bases of compactly supported wavelets

0 references

Adaptive wavelet methods for elliptic operator equations: Convergence rates

0 references

Adaptive wavelet methods. II: Beyond the elliptic case

0 references

Adaptive Wavelet Methods for Saddle Point Problems---Optimal Convergence Rates

0 references

Adaptive Wavelet Methods for Linear-Quadratic Elliptic Control Problems: Convergence Rates

0 references

Orthonormal bases of compactly supported wavelets

0 references

An adaptive wavelet viscosity method for hyperbolic conservation laws

0 references

An adaptive wavelet method for solving high-dimensional elliptic PDEs

0 references

Q4869639

0 references

The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications

0 references

Finite elements for elliptic problems with stochastic coefficients

0 references

Dimension-adaptive tensor-product quadrature

0 references

Q3997987

0 references

Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences

0 references

Space-Time Adaptive Wavelet Methods for Optimal Control Problems Constrained by Parabolic Evolution Equations

0 references

Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids

0 references

Algorithm 847

0 references

QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND

0 references

Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients

0 references

Spectral Methods for Uncertainty Quantification

0 references

Uncertainty propagation using Wiener-Haar expansions

0 references

Multi-resolution analysis of Wiener-type uncertainty propagation schemes

0 references

A Fourier-Karhunen-Loève discretization scheme for stationary random material properties in SFEM

0 references

Q4131338

0 references

Q4165953

0 references

An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations

0 references

An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations

0 references

Stochastic approaches to uncertainty quantification in CFD simulations

0 references

Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations

0 references

Sparse approximation of singularity functions

0 references

Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients

0 references

A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

0 references

An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

0 references

Stochastic differential equations. An introduction with applications.

0 references

Hierarchical Conforming Finite Element Methods for the Biharmonic Equation

0 references

Adaptive wavelet algorithms for elliptic PDE's on product domains

0 references

Fast evaluation of nonlinear functionals of tensor product wavelet expansions

0 references

High order approximation of probabilistic shock profiles in hyperbolic conservation laws with uncertain initial data

0 references

Q5600030

0 references

The lifting scheme: A custom-design construction of biorthogonal wavelets

0 references

The Lifting Scheme: A Construction of Second Generation Wavelets

0 references

Q4524848

0 references

Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients

0 references

High-Order Collocation Methods for Differential Equations with Random Inputs

0 references

The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

0 references

Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data

0 references

Identifiers

zbMATH Open document ID

1316.65011

0 references

DOI

10.1007/978-3-319-04537-5_6

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5254894

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+https://doi.org/10.1007/978-3-319-04537-5_6
+Normal rank
@@ Property / OpenAlex ID @@
+W176737369
@@ Property / OpenAlex ID: W176737369 / rank @@
+Normal rank
@@ Property / cites work @@
+Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
+Normal rank
@@ Property / cites work @@
+A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo method with applications to stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo method for parabolic stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
+Normal rank
@@ Property / cites work @@
+Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
+Normal rank
@@ Property / cites work @@
+The calculation of linear least squares problems
@@ Property / cites work: The calculation of linear least squares problems / rank @@
+Normal rank
@@ Property / cites work @@
+Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods
+Normal rank
@@ Property / cites work @@
+A general framework of compactly supported splines and wavelets
+Normal rank
@@ Property / cites work @@
+Biorthogonal bases of compactly supported wavelets
+Normal rank
@@ Property / cites work @@
+Adaptive wavelet methods for elliptic operator equations: Convergence rates
+Normal rank
@@ Property / cites work @@
+Adaptive wavelet methods. II: Beyond the elliptic case
+Normal rank
@@ Property / cites work @@
+Adaptive Wavelet Methods for Saddle Point Problems---Optimal Convergence Rates
+Normal rank
@@ Property / cites work @@
+Adaptive Wavelet Methods for Linear-Quadratic Elliptic Control Problems: Convergence Rates
+Normal rank
@@ Property / cites work @@
+Orthonormal bases of compactly supported wavelets
@@ Property / cites work: Orthonormal bases of compactly supported wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive wavelet viscosity method for hyperbolic conservation laws
+Normal rank
@@ Property / cites work @@
+An adaptive wavelet method for solving high-dimensional elliptic PDEs
+Normal rank
@@ Property / cites work @@
+Q4869639
@@ Property / cites work: Q4869639 / rank @@
+Normal rank
@@ Property / cites work @@
+The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
+Normal rank
@@ Property / cites work @@
+Finite elements for elliptic problems with stochastic coefficients
+Normal rank
@@ Property / cites work @@
+Dimension-adaptive tensor-product quadrature
@@ Property / cites work: Dimension-adaptive tensor-product quadrature / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997987
@@ Property / cites work: Q3997987 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences
+Normal rank
@@ Property / cites work @@
+Space-Time Adaptive Wavelet Methods for Optimal Control Problems Constrained by Parabolic Evolution Equations
+Normal rank
@@ Property / cites work @@
+Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
+Normal rank
@@ Property / cites work @@
+Algorithm 847
@@ Property / cites work: Algorithm 847 / rank @@
+Normal rank
@@ Property / cites work @@
+QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND
+Normal rank
@@ Property / cites work @@
+Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients
+Normal rank
@@ Property / cites work @@
+Spectral Methods for Uncertainty Quantification
@@ Property / cites work: Spectral Methods for Uncertainty Quantification / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty propagation using Wiener-Haar expansions
+Normal rank
@@ Property / cites work @@
+Multi-resolution analysis of Wiener-type uncertainty propagation schemes
+Normal rank
@@ Property / cites work @@
+A Fourier-Karhunen-Loève discretization scheme for stationary random material properties in SFEM
+Normal rank
@@ Property / cites work @@
+Q4131338
@@ Property / cites work: Q4131338 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4165953
@@ Property / cites work: Q4165953 / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic approaches to uncertainty quantification in CFD simulations
+Normal rank
@@ Property / cites work @@
+Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Sparse approximation of singularity functions
@@ Property / cites work: Sparse approximation of singularity functions / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients
+Normal rank
@@ Property / cites work @@
+A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Hierarchical Conforming Finite Element Methods for the Biharmonic Equation
+Normal rank
@@ Property / cites work @@
+Adaptive wavelet algorithms for elliptic PDE's on product domains
+Normal rank
@@ Property / cites work @@
+Fast evaluation of nonlinear functionals of tensor product wavelet expansions
+Normal rank
@@ Property / cites work @@
+High order approximation of probabilistic shock profiles in hyperbolic conservation laws with uncertain initial data
+Normal rank
@@ Property / cites work @@
+Q5600030
@@ Property / cites work: Q5600030 / rank @@
+Normal rank
@@ Property / cites work @@
+The lifting scheme: A custom-design construction of biorthogonal wavelets
+Normal rank
@@ Property / cites work @@
+The Lifting Scheme: A Construction of Second Generation Wavelets
+Normal rank
@@ Property / cites work @@
+Q4524848
@@ Property / cites work: Q4524848 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
+Normal rank
@@ Property / cites work @@
+High-Order Collocation Methods for Differential Equations with Random Inputs
+Normal rank
@@ Property / cites work @@
+The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data
+Normal rank