An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (Q3642886)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data |
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An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (English)
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6 November 2009
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finite elements
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uncertainty quantification
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anisotropic sparse grids
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Smolyak sparse approximation
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multivariate polynomial approximation
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Galerkin method
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error analysis
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stochastic collocation method
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random coefficients and forcing terms
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sparse tensor product grids
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Monte Carlo method
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convergence
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numerical examples
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