Stochastic collocation with kernel density estimation

DOI10.1016/j.cma.2012.06.020zbMath1354.65258MaRDI QIDQ503927

Howard C. Elman, Christopher W. Miller

Publication date: 24 January 2017

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2012.06.020

zbMATH Keywords

stochastic partial differential equation; kernel density estimation; adaptive; stochastic collocation

Mathematics Subject Classification ID

62G07: Density estimation

65N75: Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs

65N35: Spectral, collocation and related methods for boundary value problems involving PDEs

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

Uses Software

• Spinterp
• BRENT