Refinement Criteria for Simplex Stochastic Collocation with Local Extremum Diminishing Robustness

DOI10.1137/100817498zbMath1248.65014OpenAlexW1984114259MaRDI QIDQ2909275

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 resultserror estimateuncertainty quantificationsimplex stochastic collocation methodrefinement measures

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) 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)

Related Items (9)

Simplex-stochastic collocation method with improved scalability ⋮ 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 ⋮ High-order statistics in global sensitivity analysis: decomposition and model reduction ⋮ Kriging-sparse polynomial dimensional decomposition surrogate model with adaptive refinement ⋮ 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 ⋮ Essentially Non-oscillatory Stencil Selection and Subcell Resolution in Uncertainty Quantification

This page was built for publication: Refinement Criteria for Simplex Stochastic Collocation with Local Extremum Diminishing Robustness