An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
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Publication:2808024
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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- scientific article; zbMATH DE number 1748069 (Why is no real title available?)
- scientific article; zbMATH DE number 3321507 (Why is no real title available?)
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- Sparse grids
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- Strong and weak error estimates for elliptic partial differential equations with random coefficients
- The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
Cited in
(25)- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
- Propagation of uncertainties in density-driven flow
- Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design
- Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs
- Parallel cross interpolation for high-precision calculation of high-dimensional integrals
- On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
- A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
- Algorithm 1040: the Sparse Grids Matlab Kit -- a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification
- Gradient-based dimension reduction of multivariate vector-valued functions
- 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
- 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
- Uncertainty quantification for low-frequency, time-harmonic Maxwell equations with stochastic conductivity models
- Better approximations of high dimensional smooth functions by deep neural networks with rectified power units
- IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains
- Uncertainty quantification of geochemical and mechanical compaction in layered sedimentary basins
- A quasi-optimal sparse grids procedure for groundwater flows
- A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients
- A posteriori error estimation for the stochastic collocation finite element method
- A hybrid alternating least squares-TT-cross algorithm for parametric PDEs
- 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
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