Unsteady adaptive stochastic collocation methods on sparse grids
zbMATH Open1269.65009MaRDI QIDQ4923819FDOQ4923819
Authors: Bettina Schieche 
Publication date: 27 May 2013
Recommendations
- Adjoint error estimation for stochastic collocation methods
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- An adaptive sparse grid method for elliptic PDEs with stochastic coefficients
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs
numerical examplesuncertainty quantificationrandom fieldserror estimatesparabolic problemsstochastic collocation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Error analysis and interval analysis (65G99) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
Cited In (13)
- Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs
- Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids
- Stochastic collocation with hierarchical extended B-splines on sparse grids
- An efficient multi-level high-order algorithm for simulation of a class of Allen-Cahn stochastic systems
- Adaptive multi-level Monte Carlo and stochastic collocation methods for hyperbolic partial differential equations with random data on networks
- Stochastic collocation on unstructured multivariate meshes
- Adjoint error estimation for stochastic collocation methods
- Approximation of quantities of interest in stochastic PDEs by the random discrete \(L^2\) projection on polynomial spaces
- Sparse grid collocation schemes for stochastic natural convection problems
- Efficient collocational approach for parametric uncertainty analysis
- Adaptive single- and multilevel stochastic collocation methods for uncertain gas transport in large-scale networks
- An adaptive sparse grid method for elliptic PDEs with stochastic coefficients
- Multilevel adaptive stochastic collocation with dimensionality reduction
This page was built for publication: Unsteady adaptive stochastic collocation methods on sparse grids
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4923819)
