A sparse grid stochastic collocation method for elliptic interface problems with random input

DOI10.1007/S10915-015-0080-XzbMath1339.65017DBLPjournals/jscic/ZhangLZ16OpenAlexW1067927103WikidataQ57432551 ScholiaQ57432551MaRDI QIDQ293115

Qian Zhang, Zhilin Li, Zhi-Yue Zhang

Publication date: 9 June 2016

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-015-0080-x

zbMATH Keywords

convergencecomparison of methodsnumerical experimentsinterfaceMonte Carlo methodsparse gridsimmersed finite elementSmolyak constructionsparse grid collocation algorithmstochastic inputs

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (6)

Solving three-dimensional interface problems with immersed finite elements: a-priori error analysis ⋮ A two-level sparse grid collocation method for semilinear stochastic elliptic equation ⋮ Application of direct meshless local <scp>Petrov–Galerkin</scp> method for numerical solution of stochastic elliptic interface problems ⋮ Highly efficient difference methods for stochastic space fractional wave equation driven by additive and multiplicative noise ⋮ Semi-decoupling hybrid asymptotic and augmented finite volume method for nonlinear singular interface problems ⋮ Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity

Uses Software

• IIMPACK

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