A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods

DOI10.1016/j.jcp.2015.06.006zbMath1349.65683OpenAlexW1791067423WikidataQ56995839 ScholiaQ56995839MaRDI QIDQ2374649

Peng Chen, Alfio M. Quarteroni

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2015.06.006

zbMATH Keywords

reduced basis methodcurse of dimensionalityuncertainty quantificationadaptive greedy algorithmgeneralized sparse gridhierarchical surplusesweighted a posteriori error bound

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Uses Software

• redbKIT

Cites Work

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