Reduced Basis Collocation Methods for Partial Differential Equations with Random Coefficients

DOI10.1137/120881841zbMath1282.35424MaRDI QIDQ5397869

Qifeng Liao, Howard C. Elman

Publication date: 25 February 2014

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120881841

zbMATH Keywords

collocation; stochastic PDEs; reduced basis

Mathematics Subject Classification ID

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

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

35R60: PDEs with randomness, stochastic partial differential equations

65N22: Numerical solution of discretized equations for boundary value problems involving PDEs

Uses Software

• IFISS
• Sparse Grid Interpolation