The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications (Q955267)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications |
scientific article |
Statements
The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications (English)
0 references
19 November 2008
0 references
domain decomposition
0 references
stochastic partial differential equations
0 references
sparse grids
0 references
Gauss quadrature
0 references
error bound
0 references
stochastic Galerkin method
0 references
comparison of methods
0 references
stochastic spectral methods
0 references
probabilistic collocation method
0 references
Clenshaw-Curtis quadrature
0 references
convergence
0 references
algorithm
0 references
numerical examples
0 references
Navier-Stokes examples
0 references
stochastic diffusion problem
0 references
Monte Carlo method
0 references
quasi-random sequence methods
0 references