A stochastic collocation algorithm with multifidelity models
DOI10.1137/130929461zbMATH Open1296.65013OpenAlexW2029450231MaRDI QIDQ2874993FDOQ2874993
Authors: Claude Jeffrey Gittelson, Dongbin Xiu, Akil C. Narayan 
Publication date: 13 August 2014
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/130929461
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convergencenumerical examplesmodel-order reductionmultifidelity modelsnonintrusive stochastic collocation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) 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 initial value and initial-boundary value problems involving PDEs (65M12) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
Cited In (51)
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- Simplex-stochastic collocation method with improved scalability
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- Allocation Strategies for High Fidelity Models in the Multifidelity Regime
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- A multi-fidelity polynomial chaos-greedy Kaczmarz approach for resource-efficient uncertainty quantification on limited budget
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- Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization
- Bi-fidelity stochastic collocation methods for epidemic transport models with uncertainties
- Comparison of Surrogate-Based Uncertainty Quantification Methods for Computationally Expensive Simulators
- Survey of multifidelity methods in uncertainty propagation, inference, and optimization
- Convergence Acceleration for Time-Dependent Parametric Multifidelity Models
- Towards a scalable multifidelity simulation approach for electrokinetic problems at the mesoscale
- A bi-fidelity ensemble Kalman method for PDE-constrained inverse problems in computational mechanics
- Combining push-forward measures and Bayes' rule to construct consistent solutions to stochastic inverse problems
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