An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
From MaRDI portal
(Redirected from 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)
Recommendations
- An adaptive sparse grid method for elliptic PDEs with stochastic coefficients
- A quasi-optimal sparse grids procedure for groundwater flows
- On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs
- A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems
- Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs
Cites work
- scientific article; zbMATH DE number 1748069 (Why is no real title available?)
- scientific article; zbMATH DE number 3321507 (Why is no real title available?)
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients
- Adaptive Leja sparse grid constructions for stochastic collocation and high-dimensional approximation
- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Assessment of collocation and Galerkin approaches to linear diffusion equations with random data
- Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
- Dimension-adaptive tensor-product quadrature
- Explicit cost bounds of algorithms for multivariate tensor product problems
- Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
- High dimensional polynomial interpolation on sparse grids
- Model-based geostatistics.
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Sparse grids
- Stochastic Galerkin discretization of the log-normal isotropic diffusion problem
- 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
(28)- 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
- A Filon-Clenshaw-Curtis-Smolyak rule for multi-dimensional oscillatory integrals with application to a UQ problem for the Helmholtz equation
- 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
- Adaptive stochastic meshfree methods for optimal control problem governed by random elliptic equations
- 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
- On shells of revolution with random profiles
- 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
This page was built for publication: An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2808024)
