Pages that link to "Item:Q5900108"
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The following pages link to A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (Q5900108):
Displaying 50 items.
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs (Q604684) (← links)
- Adaptive sparse polynomial chaos expansion based on least angle regression (Q630485) (← links)
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (Q639370) (← links)
- Calculation of the expectation of the solution of a one-dimensional stochastic PDE using a reduced base (Q639622) (← links)
- A multiscale preconditioner for stochastic mortar mixed finite elements (Q646355) (← links)
- Solving elliptic problems with non-Gaussian spatially-dependent random coefficients (Q649448) (← links)
- Stochastic Galerkin methods for elliptic interface problems with random input (Q651914) (← links)
- An alternative unsteady adaptive stochastic finite element formulation based on interpolation at constant phase (Q653649) (← links)
- Kernel principal component analysis for stochastic input model generation (Q655052) (← links)
- A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids (Q655055) (← links)
- Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← links)
- Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data (Q658826) (← links)
- Solution verification, goal-oriented adaptive methods for stochastic advection-diffusion problems (Q658865) (← links)
- Stochastic mixed multiscale finite element methods and their applications in random porous media (Q658894) (← links)
- A note on stochastic elliptic models (Q658923) (← links)
- A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension (Q660306) (← links)
- A reduced basis approach for variational problems with stochastic parameters: application to heat conduction with variable Robin coefficient (Q660371) (← links)
- Approximate methods for stochastic eigenvalue problems (Q669769) (← links)
- Finite element method to solve the spectral problem for arbitrary self-adjoint extensions of the Laplace-Beltrami operator on manifolds with a boundary (Q683404) (← links)
- Stability of algorithms for a two domain natural convection problem and observed model uncertainty (Q695709) (← links)
- Analysis of stochastic mimetic finite difference methods and their applications in single-phase stochastic flows (Q695814) (← links)
- Sparse pseudospectral approximation method (Q695891) (← links)
- Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations (Q728842) (← links)
- A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs (Q729029) (← links)
- Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection (Q729190) (← links)
- Padé-Legendre approximants for uncertainty analysis with discontinuous response surfaces (Q732970) (← links)
- A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients (Q744882) (← links)
- Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations (Q777514) (← links)
- Rank adaptive tensor recovery based model reduction for partial differential equations with high-dimensional random inputs (Q778295) (← links)
- A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations. (Q778547) (← links)
- Efficient numerical methods for elliptic optimal control problems with random coefficient (Q779918) (← links)
- Sparse polynomial chaos expansions using variational relevance vector machines (Q781971) (← links)
- Stochastic dosimetry of a three compartment head model (Q785132) (← links)
- Robust optimal control of stochastic hyperelastic materials (Q821990) (← links)
- Effect of randomness on multi-frequency aeroelastic responses resolved by unsteady adaptive stochastic finite elements (Q843451) (← links)
- Multi-element probabilistic collocation method in high dimensions (Q846580) (← links)
- \(\mathcal H\)-matrix accelerated second moment analysis for potentials with rough correlation (Q898437) (← links)
- The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications (Q955267) (← links)
- A finite element method for elliptic problems with stochastic input data (Q969315) (← links)
- An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations (Q969458) (← links)
- Numerical approach for quantification of epistemic uncertainty (Q975137) (← links)
- A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation (Q975138) (← links)
- Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems (Q995263) (← links)
- A stochastic coupling method for atomic-to-continuum MonteCarlo simulations (Q995312) (← links)
- Stochastic collocation and mixed finite elements for flow in porous media (Q995313) (← links)
- Sparse high order FEM for elliptic sPDEs (Q1008912) (← links)
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems (Q1009939) (← links)
- Efficient stochastic Galerkin methods for random diffusion equations (Q1010315) (← links)
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations (Q1013191) (← links)
- Application of hierarchical matrices for computing the Karhunen-Loève expansion (Q1014342) (← links)
