Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
From MaRDI portal
Publication:4637512
Cites work
- scientific article; zbMATH DE number 3115215 (Why is no real title available?)
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 3751955 (Why is no real title available?)
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 3477793 (Why is no real title available?)
- scientific article; zbMATH DE number 3059819 (Why is no real title available?)
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A quasi-optimal sparse grids procedure for groundwater flows
- Adaptive Leja sparse grid constructions for stochastic collocation and high-dimensional approximation
- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
- Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's
- Approximating infinity-dimensional stochastic Darcy's equations without uniform ellipticity
- Approximation of high-dimensional parametric PDEs
- Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
- Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
- Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
- Dimension-adaptive tensor-product quadrature
- Elliptic partial differential equations of second order
- Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
- Global sensitivity analysis through polynomial chaos expansion of a basin-scale geochemical compaction model
- High-Order Collocation Methods for Differential Equations with Random Inputs
- High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
- Mean convergence of Lagrange interpolation. II
- Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
- On Leja sequences: some results and applications
- On the Lebesgue constant of Leja sequences for the complex unit disk and of their real projection
- On the Lebesgue constant of weighted Leja points for Lagrange interpolation on unbounded domains
- On the convergence of the stochastic Galerkin method for random elliptic partial differential equations
- Sparse polynomial approximation of parametric elliptic PDEs. Part I: affine coefficients
- Sparse polynomial approximation of parametric elliptic PDEs. II: Lognormal coefficients.
- Sparse pseudospectral approximation method
- Sparse quadrature for high-dimensional integration with Gaussian measure
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
- Spectral Methods for Uncertainty Quantification
- Stochastic Galerkin discretization of the log-normal isotropic diffusion problem
- Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
- Strong and weak error estimates for elliptic partial differential equations with random coefficients
- \(N\)-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs
Cited in
(18)- Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing
- Sparse-grid polynomial interpolation approximation and integration for parametric and stochastic elliptic PDEs with lognormal inputs
- Sparse polynomial approximations for affine parametric saddle point problems
- Collocation approximation by deep neural ReLU networks for parametric and stochastic PDEs with lognormal inputs
- Uncertainty quantification analysis in discrete fracture network flow simulations
- On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
- A combination technique for optimal control problems constrained by random PDEs
- Uncertainty modeling and propagation for groundwater flow: a comparative study of surrogates
- Algorithm 1040: the Sparse Grids Matlab Kit -- a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification
- Deep ReLU neural network approximation in Bochner spaces and applications to parametric PDEs
- Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
- Sparse quadrature for high-dimensional integration with Gaussian measure
- Uncertainty quantification for low-frequency, time-harmonic Maxwell equations with stochastic conductivity models
- Domain uncertainty quantification in computational electromagnetics
- IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains
- Exploiting locality in sparse polynomial approximation of parametric elliptic PDEs and application to parameterized domains
- PDE-constrained optimal control problems with uncertain parameters using SAGA
- On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs
This page was built for publication: Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4637512)