An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data

DOI10.1007/978-3-319-04537-5_6zbMath1316.65011OpenAlexW176737369MaRDI QIDQ5254894

Guannan Zhang, Max D. Gunzburger, Clayton G. Webster

Publication date: 10 June 2015

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-04537-5_6

zbMATH Keywords

convergencenumerical examplemulti-resolution analysisadaptive grid refinementadaptive wavelet stochastic collocation method

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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