Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs

DOI10.1007/978-3-319-19800-2_44zbMath1352.65018OpenAlexW2247834996MaRDI QIDQ2831236

Raúl Tempone, Fabio Nobile, Lorenzo Tamellini

Publication date: 2 November 2016

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-19800-2_44

zbMATH Keywords

comparisonnumerical testClenshaw and Leja quasi-optimal sparse gridsrandom elliptic PDEs

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) 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)

Related Items (8)

A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty ⋮ Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs ⋮ On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion ⋮ IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains ⋮ An hp‐adaptive multi‐element stochastic collocation method for surrogate modeling with information re‐use ⋮ Stochastic regularity of a quadratic observable of high-frequency waves ⋮ Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity ⋮ Multi-index stochastic collocation for random PDEs

Cites Work

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• High-Order Collocation Methods for Differential Equations with Random Inputs
• A Quasi-optimal Sparse Grids Procedure for Groundwater Flows
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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