STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION

DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2012003925zbMath1291.65024OpenAlexW1984320340MaRDI QIDQ5412285

Liang Yan, Ling Guo, Dongbin Xiu

Publication date: 25 April 2014

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1615/int.j.uncertaintyquantification.2012003925

zbMATH Keywords

Legendre polynomialsnumerical teststochastic collocation\(\ell_1\)-minimizationmulti-dimensional interpolation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) 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)

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