The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications (Q955267)
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scientific article; zbMATH DE number 5368831
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| English | The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications |
scientific article; zbMATH DE number 5368831 |
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The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications (English)
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19 November 2008
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domain decomposition
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stochastic partial differential equations
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sparse grids
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Gauss quadrature
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error bound
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stochastic Galerkin method
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comparison of methods
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stochastic spectral methods
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probabilistic collocation method
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Clenshaw-Curtis quadrature
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convergence
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algorithm
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numerical examples
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Navier-Stokes examples
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stochastic diffusion problem
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Monte Carlo method
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quasi-random sequence methods
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0.8239335417747498
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0.8073840141296387
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0.7954131364822388
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0.7877081036567688
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0.7839884161949158
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