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

DOI10.1007/s10208-016-9327-7zbMath1371.65009arXiv1511.05393OpenAlexW1955320167MaRDI QIDQ506615

Lorenzo Tamellini, Abdul-Lateef Haji-Ali, Raúl Tempone, Fabio Nobile

Publication date: 1 February 2017

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.05393

zbMATH Keywords

convergencefinite element methodsparse gridsnumerical experimentmulti-level methodslinear elliptic partial differential equationsuncertainty quantificationmulti-index stochastic collocation

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Boundary value problems for second-order elliptic equations (35J25) 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 (16)

Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs ⋮ IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains ⋮ Multilevel tensor approximation of PDEs with random data ⋮ Adaptive experimental design for multi‐fidelity surrogate modeling of multi‐disciplinary systems ⋮ Multilevel weighted least squares polynomial approximation ⋮ A Multilevel Stochastic Collocation Method for Schrödinger Equations with a Random Potential ⋮ Multilevel Delayed Acceptance MCMC ⋮ A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems ⋮ Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs) ⋮ Sparse-grid polynomial interpolation approximation and integration for parametric and stochastic elliptic PDEs with lognormal inputs ⋮ Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity ⋮ Sparse approximation of multilinear problems with applications to kernel-based methods in UQ ⋮ Multilevel Quadrature for Elliptic Parametric Partial Differential Equations in Case of Polygonal Approximations of Curved Domains ⋮ Multilevel approximation of parametric and stochastic PDES ⋮ Efficient Adaptive Multilevel Stochastic Galerkin Approximation Using Implicit A Posteriori Error Estimation ⋮ PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA

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