Stochastic Collocation on Unstructured Multivariate Meshes
From MaRDI portal
Publication:5372378
DOI10.4208/cicp.020215.070515azbMath1388.65127arXiv1501.05891OpenAlexW2963843310MaRDI QIDQ5372378
Publication date: 27 October 2017
Published in: Communications in Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.05891
Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
Related Items (35)
Near-Optimal Sampling Strategies for Multivariate Function Approximation on General Domains ⋮ Global sensitivity analysis based on high-dimensional sparse surrogate construction ⋮ Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes ⋮ An offline/online algorithm for a class of stochastic multiple obstacle scattering configurations in the half-plane ⋮ An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation ⋮ Infinite-dimensional compressed sensing and function interpolation ⋮ Polynomial Chaos Expansions for Stiff Random ODEs ⋮ A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions ⋮ APPROXIMATING SMOOTH, MULTIVARIATE FUNCTIONS ON IRREGULAR DOMAINS ⋮ Constructing Least-Squares Polynomial Approximations ⋮ Weighted Approximate Fekete Points: Sampling for Least-Squares Polynomial Approximation ⋮ Polynomial approximation via compressed sensing of high-dimensional functions on lower sets ⋮ Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures ⋮ A Christoffel function weighted least squares algorithm for collocation approximations ⋮ Stochastic Collocation vial1-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification ⋮ Application of gPCRK Methods to Nonlinear Random Differential Equations with Piecewise Constant Argument ⋮ Uncertainty Quantification of Derivative Instruments ⋮ Compressed Sensing with Sparse Corruptions: Fault-Tolerant Sparse Collocation Approximations ⋮ Data-driven polynomial chaos expansions: a weighted least-square approximation ⋮ An adaptive reduced basis ANOVA method for high-dimensional Bayesian inverse problems ⋮ Data assimilation for models with parametric uncertainty ⋮ Sensitivity analysis of random linear dynamical systems using quadratic outputs ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ Convergence Analysis on Stochastic Collocation Methods for the Linear Schrodinger Equation with Random Inputs ⋮ An Efficient Monte Carlo-Transformed Field Expansion Method for Electromagnetic Wave Scattering by Random Rough Surfaces ⋮ A Gradient-Enhanced L1 Approach for the Recovery of Sparse Trigonometric Polynomials ⋮ Generalized polynomial chaos for nonlinear random pantograph equations ⋮ An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations ⋮ Particle Based gPC Methods for Mean-Field Models of Swarming with Uncertainty ⋮ Stochastic Multiscale Heat Transfer Analysis of Heterogeneous Materials with Multiple Random Configurations ⋮ Analysis and Application of Single Level, Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random Inputs ⋮ Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks ⋮ Regularity analysis of metamaterial Maxwell's equations with random coefficients and initial conditions ⋮ Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity ⋮ Efficient stochastic Galerkin methods for Maxwell's equations with random inputs
This page was built for publication: Stochastic Collocation on Unstructured Multivariate Meshes