STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION
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Publication:5412285
DOI10.1615/Int.J.UncertaintyQuantification.2012003925zbMath1291.65024OpenAlexW1984320340MaRDI QIDQ5412285
Liang Yan, Ling Guo, Dongbin Xiu
Publication date: 25 April 2014
Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1615/int.j.uncertaintyquantification.2012003925
Legendre polynomialsnumerical teststochastic collocation\(\ell_1\)-minimizationmulti-dimensional interpolation
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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