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

DOI10.1016/J.JCP.2011.02.022zbMath1218.65010OpenAlexW2100474665WikidataQ60151404 ScholiaQ60151404MaRDI QIDQ544574

Dongbin Xiu, John D. Jakeman, Richard Archibald

Publication date: 15 June 2011

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2011.02.022

zbMATH Keywords

algorithmsnumerical examplesstochastic partial differential equationshigh-dimensional approximationadaptive sparse gridsgeneralized polynomial chaos methodmultivariate discontinuity detection

Mathematics Subject Classification ID

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 (28)

Hyperspherical Sparse Approximation Techniques for High-Dimensional Discontinuity Detection ⋮ Gegenbauer reconstruction method with edge detection for multi-dimensional uncertainty propagation ⋮ A discontinuous derivative-free optimization framework for multi-enterprise supply chain ⋮ A Stochastic Galerkin Method for Hamilton--Jacobi Equations with Uncertainty ⋮ Deep Neural Network Surrogates for Nonsmooth Quantities of Interest in Shape Uncertainty Quantification ⋮ Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario ⋮ Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions ⋮ A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients ⋮ High Order Edge Sensors with $\ell^1$ Regularization for Enhanced Discontinuous Galerkin Methods ⋮ A Method for Dimensionally Adaptive Sparse Trigonometric Interpolation of Periodic Functions ⋮ On stochastic Galerkin approximation of the nonlinear Boltzmann equation with uncertainty in the fluid regime ⋮ A nonintrusive reduced order modelling approach using proper orthogonal decomposition and locally adaptive sparse grids ⋮ Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties ⋮ An adaptive WENO collocation method for differential equations with random coefficients ⋮ Stochastic Collocation Methods for Nonlinear Parabolic Equations with Random Coefficients ⋮ Mercer Kernels and Integrated Variance Experimental Design: Connections Between Gaussian Process Regression and Polynomial Approximation ⋮ Non-intrusive Uncertainty Quantification with Sparse Grids for Multivariate Peridynamic Simulations ⋮ Stochastic finite element methods for partial differential equations with random input data ⋮ Speeding up the flash calculations in two-phase compositional flow simulations - the application of sparse grids ⋮ From Data to Uncertainty: An Efficient Integrated Data-Driven Sparse Grid Approach to Propagate Uncertainty ⋮ An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient ⋮ Uncertainty quantification of geochemical and mechanical compaction in layered sedimentary basins ⋮ A sparse-grid isogeometric solver ⋮ A Domain Decomposition Model Reduction Method for Linear Convection-Diffusion Equations with Random Coefficients ⋮ An Adaptive Minimum Spanning Tree Multielement Method for Uncertainty Quantification of Smooth and Discontinuous Responses ⋮ Discontinuous neural networks and discontinuity learning ⋮ An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data ⋮ A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Uncertainty propagation using Wiener-Haar expansions
• Dimension-wise integration of high-dimensional functions with applications to finance
• Principal manifold learning by sparse grids
• The combination technique and some generalisations
• A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
• The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
• Numerical approach for quantification of epistemic uncertainty
• Discontinuity detection in multivariate space for stochastic simulations
• An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
• Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences
• Numerical integration using sparse grids
• Dimension-adaptive tensor-product quadrature
• High dimensional polynomial interpolation on sparse grids
• Adaptive edge detectors for piecewise smooth data based on the minmod limiter
• Modeling diffusion in random heterogeneous media: data-driven models, stochastic collocation and the variational multiscale method
• Determining the locations and discontinuities in the derivatives of functions
• Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
• An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
• Polynomial Fitting for Edge Detection in Irregularly Sampled Signals and Images
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Data mining with sparse grids

This page was built for publication: Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids