A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods
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Publication:2374649
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
reduced basis methodcurse of dimensionalityuncertainty quantificationadaptive greedy algorithmgeneralized sparse gridhierarchical surplusesweighted a posteriori error bound
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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