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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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)

Cites Work

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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.

Uses Software

• IIMPACK

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