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.2017.12.007zbMATH Open1456.65173OpenAlexW2772206048MaRDI QIDQ1743933FDOQ1743933

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

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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)

Cites Work

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Cited In (2)

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

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