Multi-index stochastic collocation for random PDEs (Q2309190)

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English	Multi-index stochastic collocation for random PDEs	scientific article

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scholarly article

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Multi-index stochastic collocation for random PDEs (English)

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Abdul-Lateef Haji-Ali

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Lorenzo Tamellini

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Computer Methods in Applied Mechanics and Engineering

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publication date

30 March 2020

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full work available at URL

https://arxiv.org/abs/1508.07467

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zbMATH Keywords

uncertainty quantification

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random PDEs

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sparse grids

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stochastic collocation methods

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multilevel methods

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combination technique

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Spectral Methods for Uncertainty Quantification

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Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations

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Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients

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The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

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A Stochastic Collocation Method for Elliptic 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

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High-Order Collocation Methods for Differential Equations with Random Inputs

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Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs

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Quantics-TT collocation approximation of parameter-dependent and stochastic elliptic PDEs

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Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms

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Hierarchical Tensor Approximation of Output Quantities of Parameter-Dependent PDEs

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Reduced basis techniques for stochastic problems

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Comparison between reduced basis and stochastic collocation methods for elliptic problems

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ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S

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Multilevel Monte Carlo Path Simulation

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Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients

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Multilevel Monte Carlo method for parabolic stochastic partial differential equations

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Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods

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Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

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Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions

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A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data

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Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients

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A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients

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Multi-index Monte Carlo: when sparsity meets sampling

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The combination technique and some generalisations

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On the Convergence of the Combination Technique

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Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs

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ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS

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A Quasi-optimal Sparse Grids Procedure for Groundwater Flows

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Optimized general sparse grid approximation spaces for operator equations

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A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.

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Isogeometric analysis: CAD, finite elements, NURBS, exact geometry and mesh refinement

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Construction of curvilinear co-ordinate systems and applications to mesh generation

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Is Gauss Quadrature Better than Clenshaw–Curtis?

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On the Lebesgue constant of Leja sequences for the complex unit disk and of their real projection

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Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs

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Adaptive Leja Sparse Grid Constructions for Stochastic Collocation and High-Dimensional Approximation

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Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight

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Explicit cost bounds of algorithms for multivariate tensor product problems

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Hyperbolic cross approximation in infinite dimensions

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On tensor product approximation of analytic functions

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Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison

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Identifiers

zbMATH Open document ID

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10.1016/j.cma.2016.03.029

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2309190

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