An efficient hybrid method for uncertainty quantification

DOI10.1007/s10543-021-00882-zzbMath1496.65171OpenAlexW2793341675MaRDI QIDQ2132433

Jan Nordström, Oskar Ålund, Markus Wahlsten

Publication date: 28 April 2022

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-021-00882-z

zbMATH Keywords

numerical integrationcouplingprojection operatoruncertainty quantificationpolynomial chaosstochastic Galerkin

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical integration (65D30) Initial-boundary value problems for first-order hyperbolic equations (35L04)

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