Accelerating Stochastic Collocation Methods for Partial Differential Equations with Random Input Data
DOI10.1137/15M1019568zbMath1352.65499arXiv1505.00680OpenAlexW2963283735MaRDI QIDQ3179322
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Publication date: 21 December 2016
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.00680
conjugate gradient methodsparse gridsiterative solvershigh-dimensional approximationuncertainty quantificationstochastic collocationstochastic and parametric PDEs
Probabilistic models, generic numerical methods in probability and statistics (65C20) 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) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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