A sparse grid stochastic collocation method for elliptic interface problems with random input
DOI10.1007/S10915-015-0080-XzbMATH Open1339.65017DBLPjournals/jscic/ZhangLZ16OpenAlexW1067927103WikidataQ57432551 ScholiaQ57432551MaRDI QIDQ293115FDOQ293115
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
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convergencenumerical experimentsinterfaceMonte Carlo methodcomparison of methodssparse gridsimmersed finite elementSmolyak constructionsparse grid collocation algorithmstochastic inputs
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Cited In (13)
- Stochastic collocation with hierarchical extended B-splines on sparse grids
- 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
- Solving three-dimensional interface problems with immersed finite elements: a-priori error analysis
- Highly efficient difference methods for stochastic space fractional wave equation driven by additive and multiplicative noise
- Stochastic Galerkin methods for elliptic interface problems with random input
- A two-level sparse grid collocation method for semilinear stochastic elliptic equation
- Semi-decoupling hybrid asymptotic and augmented finite volume method for nonlinear singular interface problems
- Application of direct meshless local <scp>Petrov–Galerkin</scp> method for numerical solution of stochastic elliptic interface problems
- Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Sparse grid collocation schemes for stochastic natural convection problems
- A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
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