A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
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Publication:2125459
DOI10.1016/J.JCP.2020.109692OpenAlexW3038337385WikidataQ114163500 ScholiaQ114163500MaRDI QIDQ2125459FDOQ2125459
Authors: Yanyan Li
Publication date: 14 April 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.03409
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uncertainty quantificationadaptivitysparse gridsstochastic collocationmultilevel methodshigh-dimensional approximation
Cites Work
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Cited In (15)
- An adaptive sparse grid rational Arnoldi method for uncertainty quantification of dynamical systems in the frequency domain
- Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates
- On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
- A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
- A Multilevel Stochastic Collocation Method for Schrödinger Equations with a Random Potential
- Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part I: Single-Level Approximation
- A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients
- Efficient Adaptive Algorithms for Elliptic PDEs with Random Data
- Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part II: Multilevel Approximation
- Convergence of adaptive stochastic collocation with finite elements
- Context-Aware Surrogate Modeling for Balancing Approximation and Sampling Costs in Multifidelity Importance Sampling and Bayesian Inverse Problems
- An adaptive WENO collocation method for differential equations with random coefficients
- Two-level a posteriori error estimation for adaptive multilevel stochastic Galerkin finite element method
- Adaptive single- and multilevel stochastic collocation methods for uncertain gas transport in large-scale networks
- Multilevel adaptive stochastic collocation with dimensionality reduction
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