Sparse-grid polynomial interpolation approximation and integration for parametric and stochastic elliptic PDEs with lognormal inputs
high-dimensional approximationcollocation approximationparametric and stochastic elliptic PDEsfully discrete non-adaptive integrationfully discrete non-adaptive polynomial interpolation approximationlognormal inputs
Numerical quadrature and cubature formulas (65D32) Numerical interpolation (65D05) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
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- A survey of weighted polynomial approximation with exponential weights
- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's
- Approximation of high-dimensional parametric PDEs
- Bounds for Lebesgue functions for Freud weights
- 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 rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
- Convergence rates of high dimensional Smolyak quadrature
- Fully discrete approximation of parametric and stochastic elliptic PDEs
- High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
- High-dimensional integration: The quasi-Monte Carlo way
- Linear collective collocation approximation for parametric and stochastic elliptic PDEs
- Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
- Multi-index stochastic collocation for random PDEs
- Multilevel approximation of parametric and stochastic PDES
- On the Optimal Order of Integration in Hermite Spaces with Finite Smoothness
- Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs
- Sparse polynomial approximation of parametric elliptic PDEs. Part I: affine coefficients
- Sparse polynomial approximation of parametric elliptic PDEs. II: Lognormal coefficients.
- Sparse quadrature for high-dimensional integration with Gaussian measure
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- Stochastic finite element methods for partial differential equations with random input data
- Weighted Lagrange and Hermite-Fejér interpolation on the real line
- \(N\)-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs
- Collocation approximation by deep neural ReLU networks for parametric and stochastic PDEs with lognormal inputs
- Deep ReLU neural network approximation in Bochner spaces and applications to parametric PDEs
- Erratum to: “Sparse-grid polynomial interpolation approximation and integration for parametric and stochastic elliptic PDEs with lognormal inputs”
- Sparse polynomial approximation in positive order Sobolev spaces with bounded mixed derivatives and applications to elliptic problems with random loading
- Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness
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