An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient
DOI10.1007/978-3-319-28262-6_8zbMATH Open1339.65016OpenAlexW1777426557MaRDI QIDQ2808024FDOQ2808024
L. Tamellini, R. Tempone, F. Nobile, Francesco Tesei
Publication date: 26 May 2016
Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-28262-6_8
numerical resultsMonte Carlo simulationcollocationDarcy equationsparse grid algorithmuncertainty quantification problem
Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)
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Cited In (24)
- Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design
- Propagation of uncertainties in density-driven flow
- Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs
- Uncertainty Quantification for Low-Frequency, Time-Harmonic Maxwell Equations with Stochastic Conductivity Models
- Parallel cross interpolation for high-precision calculation of high-dimensional integrals
- Better Approximations of High Dimensional Smooth Functions by Deep Neural Networks with Rectified Power Units
- Algorithm 1040: the Sparse Grids Matlab Kit -- a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification
- A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
- Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems
- Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part I: Single-Level Approximation
- A Posteriori Error Estimation for the Stochastic Collocation Finite Element Method
- Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
- Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
- Novel results for the anisotropic sparse grid quadrature
- Sparse quadrature for high-dimensional integration with Gaussian measure
- A Hybrid Alternating Least Squares--TT-Cross Algorithm for Parametric PDEs
- IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains
- Uncertainty quantification of geochemical and mechanical compaction in layered sedimentary basins
- A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients
- Gradient-Based Dimension Reduction of Multivariate Vector-Valued Functions
- A posteriori error estimation for the stochastic collocation finite element approximation of the heat equation with random coefficients
- On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
- On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion
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