A Stochastic Collocation Algorithm with Multifidelity Models

DOI10.1137/130929461zbMath1296.65013OpenAlexW2029450231MaRDI QIDQ2874993

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

zbMATH Keywords

convergencenumerical examplesmodel-order reductionmultifidelity modelsnonintrusive stochastic collocation

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) 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)

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