Anchor Points Matter in ANOVA Decomposition

DOI10.1007/978-3-642-15337-2_32zbMath1217.65039MaRDI QIDQ2998541

Min-Seok Choi, Zhongqiang Zhang, George Em. Karniadakis

Publication date: 18 May 2011

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-15337-2_32

zbMATH Keywords

numerical examples; Dirac measure; analysis of variance (ANOVA); polynomial chaos expansions; high dimensional approximations; optimal anchor points; stochastic advection equation

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

65D15: Algorithms for approximation of functions

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Uses Software

• TESTPACK

Cites Work

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