Refinement criteria for simplex stochastic collocation with local extremum diminishing robustness

DOI10.1137/100817498MaRDI QIDQ2909275zbMATHOpenAlexFDO

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

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)

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• A simplex-based numerical framework for simple and efficient robust design optimization
• An adaptive strategy on the error of the objective functions for uncertainty-based derivative-free optimization
• Simplex-stochastic collocation method with improved scalability
• High-order statistics in global sensitivity analysis: decomposition and model reduction
• Kriging-sparse polynomial dimensional decomposition surrogate model with adaptive refinement
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