A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
From MaRDI portal
Publication:2202975
DOI10.1016/j.camwa.2018.07.041zbMath1442.65365OpenAlexW2888394853WikidataQ129344303 ScholiaQ129344303MaRDI QIDQ2202975
Zhaonan Dong, Fuat Usta, Emmanuil H. Georgoulis, Jeremy Levesley
Publication date: 1 October 2020
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2381/42833
interpolationradial basis functionssparse gridsstochastic collocationhigh dimensional approximationPDE with random data
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items
Simulating backward wave propagation in metamaterial with radial basis functions, Adaptive sparse approximations of scattered data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Likelihood approximation by numerical integration on sparse grids
- Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
- Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
- Sparse polynomial approximation in positive order Sobolev spaces with bounded mixed derivatives and applications to elliptic problems with random loading
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- Error bounds for anisotropic RBF interpolation
- Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences
- Multilevel scattered data approximation by adaptive domain decomposition
- Finite elements for elliptic problems with stochastic coefficients
- Multilevel interpolation and approximation
- d-Variate Boolean interpolation
- On solving elliptic stochastic partial differential equations
- Error estimates and condition numbers for radial basis function interpolation
- Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree
- Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
- High dimensional polynomial interpolation on sparse grids
- Multi-index stochastic collocation for random PDEs
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Worst case scenario analysis for elliptic problems with uncertainty
- An adaptive stochastic Galerkin method for random elliptic operators
- Convergence Rates of Multilevel and Sparse Tensor Approximations for a Random Elliptic PDE
- Energy Norm A Posteriori Error Estimation for Parametric Operator Equations
- Multilevel Monte Carlo Approximation of Distribution Functions and Densities
- Approximating Infinity-Dimensional Stochastic Darcy's Equations without Uniform Ellipticity
- ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S
- Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
- A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Sparse finite element approximation of high-dimensional transport-dominated diffusion problems
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Radial Basis Functions
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients
- Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods
- Approximation of high-dimensional parametric PDEs
- Sparse grids
- Multilevel Sparse Kernel-Based Interpolation
- First order $k$-th moment finite element analysis of nonlinear operator equations with stochastic data
- The Mathematical Theory of Finite Element Methods
- Scattered Data Approximation
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
