Multi-index stochastic collocation for random PDEs

DOI10.1016/j.cma.2016.03.029zbMath1436.65196arXiv1508.07467OpenAlexW1955462486MaRDI QIDQ2309190

Abdul-Lateef Haji-Ali, Fabio Nobile, Raúl Tempone, Lorenzo Tamellini

Publication date: 30 March 2020

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.07467

zbMATH Keywords

sparse gridsmultilevel methodscombination techniqueuncertainty quantificationstochastic collocation methodsrandom PDEs

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Numerical solutions to stochastic differential and integral equations (65C30) Approximation by polynomials (41A10)

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Uses Software

• PATSYM
• HRMSYM

Cites Work

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