Error analysis of the Wiener-Askey polynomial chaos with hyperbolic cross approximation and its application to differential equations with random input

DOI10.1016/J.CAM.2017.12.007MaRDI QIDQ1743933zbMATH OpenOpenAlexFDO

Authors Xue Luo

Publication date 16 April 2018

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2017.12.007

zbMATH Keywords

spectral methodgeneralized polynomial chaosdifferential equations with random inputshyperbolic cross approximation

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Error bounds for boundary value problems involving PDEs (65N15) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)

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Cited in

(2)

• A generalized multi-fidelity simulation method using sparse polynomial chaos expansion
• Propagation algorithm for hybrid uncertainty parameters based on polynomial chaos expansion

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