Ensemble grouping strategies for embedded stochastic collocation methods applied to anisotropic diffusion problems
DOI10.1137/16M1066324zbMATH Open1390.60229OpenAlexW2782822755MaRDI QIDQ4636367FDOQ4636367
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Publication date: 19 April 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1066324
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stochastic partial differential equationssampling methodsstochastic collocation methodsembedded ensemble propagationanisotropic diffusion modelsforward uncertainty propagation
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) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)
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Cited In (4)
- A minimally invasive, efficient method for propagation of full-field uncertainty in solid dynamics
- Multilevel methods for uncertainty quantification of elliptic PDEs with random anisotropic diffusion
- GMRES with embedded ensemble propagation for the efficient solution of parametric linear systems in uncertainty quantification of computational models
- Surrogate-Based Ensemble Grouping Strategies for Embedded Sampling-Based Uncertainty Quantification
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