A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
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Publication:3642882
DOI10.1137/060663660zbMath1176.65137OpenAlexW2083845086MaRDI QIDQ3642882
Raúl Tempone, Fabio Nobile, Clayton G. Webster
Publication date: 6 November 2009
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2f0be89e6ce2a14ab0a57783d4295915c57c01cf
finite elementssparse gridsstochastic PDEscollocation techniquesuncertainty quantificationmultivariate polynomial approximationSmolyak approximation
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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