Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs (Q315715): Difference between revisions

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English	Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs	scientific article

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title

Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs (English)

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Numerische Mathematik

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publication date

22 September 2016

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zbMATH Keywords

stochastic collocation method

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sparse-grid polynomial approximation

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elliptic PDE with random coefficients

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describes a project that uses

Sparse grids Matlab kit

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00211-015-0773-y

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cites work

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Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations

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High dimensional polynomial interpolation on sparse grids

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ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS

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A Quasi-optimal Sparse Grids Procedure for Groundwater Flows

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

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Sparse Tensor Discretization of Elliptic sPDEs

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Sparse grids

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On the Lebesgue constant of Leja sequences for the complex unit disk and of their real projection

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Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs

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High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs

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ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S

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On asymptotics and estimates for the uniform norms of the Lagrange interpolation polynomials corresponding to the Chebyshev nodal points

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Auswertung der Normen von Interpolationsoperatoren

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Dimension-adaptive tensor-product quadrature

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Optimized general sparse grid approximation spaces for operator equations

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The h, p and h-p versions of the finite element method in 1 dimension. I. The error analysis of the p-version

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Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

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Multi-index Monte Carlo: when sparsity meets sampling

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Spectral Methods for Uncertainty Quantification

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From quantum to classical molecular dynamics: Reduced models and numerical analysis.

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Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs

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

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The Optimum Addition of Points to Quadrature Formulae

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Is Gauss Quadrature Better than Clenshaw–Curtis?

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Identifiers

zbMATH Open document ID

1351.41004

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Mathematics Subject Classification ID

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10.1007/S00211-015-0773-Y

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Sitelinks

Mathematics(1 entry)

mardi Publication:315715

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