Refinement criteria for simplex stochastic collocation with local extremum diminishing robustness

DOI10.1137/100817498zbMATH Open1248.65014OpenAlexW1984114259MaRDI QIDQ2909275FDOQ2909275

Authors: Gianluca Iaccarino, Jeroen A. S. Witteveen 

Publication date: 30 August 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100817498

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zbMATH Keywords

convergencenumerical resultsuncertainty quantificationerror estimatesimplex stochastic collocation methodrefinement measures

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)

Cited In (10)

• Variance-based simplex stochastic collocation with model order reduction for high-dimensional systems
• Simplex-stochastic collocation method with improved scalability
• Essentially Non-oscillatory Stencil Selection and Subcell Resolution in Uncertainty Quantification
• High-order statistics in global sensitivity analysis: decomposition and model reduction
• An adaptive strategy on the error of the objective functions for uncertainty-based derivative-free optimization
• Goal-oriented error control of stochastic system approximations using metric-based anisotropic adaptations
• Impact of geometric uncertainty on hemodynamic simulations using machine learning
• Subcell resolution in simplex stochastic collocation for spatial discontinuities
• A simplex-based numerical framework for simple and efficient robust design optimization
• Kriging-sparse polynomial dimensional decomposition surrogate model with adaptive refinement

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