An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient

DOI10.1007/978-3-319-28262-6_8zbMath1339.65016OpenAlexW1777426557MaRDI QIDQ2808024

Raúl Tempone, Fabio Nobile, Francesco Tesei, Lorenzo Tamellini

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

zbMATH Keywords

numerical resultsMonte Carlo simulationcollocationDarcy equationsparse grid algorithmuncertainty quantification problem

Mathematics Subject Classification ID

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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Uses Software

• PATSYM
• HRMSYM

Cites Work

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• Unnamed Item
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• Sparse grids
• STOCHASTIC GALERKIN DISCRETIZATION OF THE LOG-NORMAL ISOTROPIC DIFFUSION PROBLEM
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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