A sparse grid stochastic collocation method for elliptic interface problems with random input

DOI10.1007/S10915-015-0080-XzbMATHDBLPOpenAlexWikidataMaRDI QIDQ293115FDO

Authors Qian Zhang, Zhilin Li, Zhiyue Zhang

Publication date 9 June 2016

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10915-015-0080-x

zbMATH Keywords

convergencenumerical experimentsinterfaceMonte Carlo methodcomparison of methodssparse gridsimmersed finite elementSmolyak constructionsparse grid collocation algorithmstochastic inputs

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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 boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

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Cited in

(13)

• Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity
• A robust numerical method for the random interface grating problem via shape calculus, weak Galerkin method, and low-rank approximation
• Sparse grid collocation schemes for stochastic natural convection problems
• Application of direct meshless local <scp>Petrov–Galerkin</scp> method for numerical solution of stochastic elliptic interface problems
• Semi-decoupling hybrid asymptotic and augmented finite volume method for nonlinear singular interface problems
• Highly efficient difference methods for stochastic space fractional wave equation driven by additive and multiplicative noise
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures
• Stochastic Galerkin methods for elliptic interface problems with random input
• A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
• Solving three-dimensional interface problems with immersed finite elements: a-priori error analysis
• Stochastic collocation with hierarchical extended B-splines on sparse grids
• A two-level sparse grid collocation method for semilinear stochastic elliptic equation

Describes a project that uses

Uses Software

• IIMPACK

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