Approximation of quantities of interest in stochastic PDEs by the random discrete L^2 projection on polynomial spaces
From MaRDI portal
Publication:2847720
convergenceerror boundsnumerical examplesstabilityNavier-Stokes equationspolynomial approximationDarcy equationdiscrete least squareslinear elasticity equationsquantities of interestPDE stochastic data
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) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
Recommendations
- Analysis of discrete L^2 projection on polynomial spaces with random evaluations
- Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
- Unsteady adaptive stochastic collocation methods on sparse grids
- Local polynomial chaos expansion for linear differential equations with high dimensional random inputs
- An Application of Random Projection to Parameter Estimation in Partial Differential Equations
Cited in
(40)- Polynomial chaos expansions for dependent random variables
- Effectively subsampled quadratures for least squares polynomial approximations
- Projection methods for stochastic dynamic systems: a frequency domain approach
- Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem
- Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets
- A generalized sampling and preconditioning scheme for sparse approximation of polynomial chaos expansions
- Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems
- On the merits of sparse surrogates for global sensitivity analysis of multi-scale nonlinear problems: application to turbulence and fire-spotting model in wildland fire simulators
- On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization
- Weighted approximate Fekete points: sampling for least-squares polynomial approximation
- Optimal observations-based retrieval of topography in 2D shallow water equations using PC-EnKF
- Analysis of discrete L^2 projection on polynomial spaces with random evaluations
- A sparse grid stochastic collocation method for elliptic interface problems with random input
- To be or not to be intrusive? The solution of parametric and stochastic equations -- proper generalized decomposition
- Reproducing kernel Hilbert spaces for parametric partial differential equations
- Existence, uniqueness, and a comparison of nonintrusive methods for the stochastic nonlinear Poisson-Boltzmann equation
- Intrusive generalized polynomial chaos with asynchronous time integration for the solution of the unsteady Navier-Stokes equations
- Weighted discrete least-squares polynomial approximation using randomized quadratures
- Constructing least-squares polynomial approximations
- Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression
- Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
- Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension
- Multivariate Markov-type and Nikolskii-type inequalities for polynomials associated with downward closed multi-index sets
- Polynomial chaos expansion vs. Monte Carlo simulation in a stochastic analysis of wave propagation
- On a near optimal sampling strategy for least squares polynomial regression
- A Christoffel function weighted least squares algorithm for collocation approximations
- Least squares approximation of polynomial chaos expansions with optimized grid points
- Least squares polynomial chaos expansion: a review of sampling strategies
- An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs
- Stochastic finite element methods for partial differential equations with random input data
- Interpolation of sparse high-dimensional data
- Physics-informed polynomial chaos expansions
- Accelerating stochastic collocation methods for partial differential equations with random input data
- Reduced basis methods: from low-rank matrices to low-rank tensors
- A resilient domain decomposition polynomial chaos solver for uncertain elliptic PDEs
- Nonadaptive quasi-optimal points selection for least squares linear regression
- Hierarchical tensor approximation of output quantities of parameter-dependent PDEs
- Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
- Reduced basis methods for uncertainty quantification
- Compressive Hermite interpolation: sparse, high-dimensional approximation from gradient-augmented measurements
This page was built for publication: Approximation of quantities of interest in stochastic PDEs by the random discrete \(L^2\) projection on polynomial spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2847720)
