Multivariate quadrature on adaptive sparse grids

From MaRDI portal
Publication:1412062

DOI10.1007/s00607-003-0016-4zbMath1031.65037OpenAlexW2107359160MaRDI QIDQ1412062

Hans-Joachim Bungartz, S. Dirnstorfer

Publication date: 4 November 2003

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00607-003-0016-4




Related Items (22)

On the influence of robustness measures on shape optimization with stochastic uncertaintiesAn efficient hybrid method for uncertainty quantificationNumerical Integration in Multiple Dimensions with Designed QuadratureHyperspherical Sparse Approximation Techniques for High-Dimensional Discontinuity DetectionVariational theory and computations in stochastic plasticityOptimization of black-box problems using Smolyak grids and polynomial approximationsHigh-Dimensional Dynamic Stochastic Model RepresentationComparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenarioNonintrusive Uncertainty Analysis of Fluid-Structure Interaction with Spatially Adaptive Sparse Grids and Polynomial Chaos ExpansionA nonintrusive reduced order modelling approach using proper orthogonal decomposition and locally adaptive sparse gridsSolution verification, goal-oriented adaptive methods for stochastic advection-diffusion problemsAnalysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilitiesEfficient shape optimization for certain and uncertain aerodynamic designNon-intrusive Uncertainty Quantification with Sparse Grids for Multivariate Peridynamic SimulationsOn the treatment of distributed uncertainties in PDE-constrained optimizationMotor unit number estimation via sequential Monte CarloAn adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equationsEfficient deterministic numerical simulation of stochastic asset-liability management models in life insuranceA Generalized Spatially Adaptive Sparse Grid Combination Technique with Dimension-wise RefinementAdjoint Error Estimation for Stochastic Collocation MethodsA Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity DetectionAdvances and applications of chance-constrained approaches to systems optimisation under uncertainty




This page was built for publication: Multivariate quadrature on adaptive sparse grids