AN ADAPTIVE REDUCED BASIS COLLOCATION METHOD BASED ON PCM ANOVA DECOMPOSITION FOR ANISOTROPIC STOCHASTIC PDES

DOI10.1615/Int.J.UncertaintyQuantification.2018024436zbMath1498.65215arXiv1709.08597MaRDI QIDQ5052327

Howard C. Elman, Heyrim Cho

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.08597

Mathematics Subject Classification ID

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

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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

65C30: Numerical solutions to stochastic differential and integral equations