Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
From MaRDI portal
Publication:544574
DOI10.1016/J.JCP.2011.02.022zbMATH Open1218.65010OpenAlexW2100474665WikidataQ60151404 ScholiaQ60151404MaRDI QIDQ544574FDOQ544574
Authors: John D. Jakeman, Richard Archibald, Dongbin Xiu 
Publication date: 15 June 2011
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2011.02.022
Recommendations
- A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection
- Hyperspherical sparse approximation techniques for high-dimensional discontinuity detection
- Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions
- Level set methods for stochastic discontinuity detection in nonlinear problems
- Discontinuity detection in multivariate space for stochastic simulations
algorithmsstochastic partial differential equationsnumerical examplesadaptive sparse gridshigh-dimensional approximationgeneralized polynomial chaos methodmultivariate discontinuity detection
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)
Cites Work
- An introduction to support vector machines and other kernel-based learning methods.
- Numerical integration using sparse grids
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- The combination technique and some generalisations
- Dimension-adaptive tensor-product quadrature
- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Title not available (Why is that?)
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- High-Order Collocation Methods for Differential Equations with Random Inputs
- High dimensional polynomial interpolation on sparse grids
- Title not available (Why is that?)
- Discontinuity detection in multivariate space for stochastic simulations
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- Polynomial Fitting for Edge Detection in Irregularly Sampled Signals and Images
- The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- Uncertainty propagation using Wiener-Haar expansions
- Fast numerical methods for stochastic computations: a review
- Efficient collocational approach for parametric uncertainty analysis
- Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences
- A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
- Numerical approach for quantification of epistemic uncertainty
- Adaptive edge detectors for piecewise smooth data based on the minmod limiter
- Dimension-wise integration of high-dimensional functions with applications to finance
- Determining the locations and discontinuities in the derivatives of functions
- Title not available (Why is that?)
- Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
- Galerkin method for wave equations with uncertain coefficients
- Data mining with sparse grids
- Modeling diffusion in random heterogeneous media: data-driven models, stochastic collocation and the variational multiscale method
- Principal manifold learning by sparse grids
Cited In (34)
- Variance-based simplex stochastic collocation with model order reduction for high-dimensional systems
- On stochastic Galerkin approximation of the nonlinear Boltzmann equation with uncertainty in the fluid regime
- A domain decomposition model reduction method for linear convection-diffusion equations with random coefficients
- An adaptive wavelet stochastic collocation method for irregular solutions of partial differential equations with random input data
- Efficient localization of discontinuities in complex computational simulations
- An adaptive minimum spanning tree multielement method for uncertainty quantification of smooth and discontinuous responses
- New high-order numerical methods for hyperbolic systems of nonlinear PDEs with uncertainties
- Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions
- Level set methods for stochastic discontinuity detection in nonlinear problems
- Speeding up the flash calculations in two-phase compositional flow simulations - the application of sparse grids
- A nonintrusive reduced order modelling approach using proper orthogonal decomposition and locally adaptive sparse grids
- A sparse-grid isogeometric solver
- A method for dimensionally adaptive sparse trigonometric interpolation of periodic functions
- Discontinuity detection in multivariate space for stochastic simulations
- A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection
- Deep neural network surrogates for nonsmooth quantities of interest in shape uncertainty quantification
- Non-intrusive uncertainty quantification with sparse grids for multivariate peridynamic simulations
- From data to uncertainty: an efficient integrated data-driven sparse grid approach to propagate uncertainty
- Gegenbauer reconstruction method with edge detection for multi-dimensional uncertainty propagation
- Mercer kernels and integrated variance experimental design: connections between Gaussian process regression and polynomial approximation
- Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties
- A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients
- Stochastic finite element methods for partial differential equations with random input data
- Stochastic collocation methods for nonlinear parabolic equations with random coefficients
- Uncertainty quantification of geochemical and mechanical compaction in layered sedimentary basins
- An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
- Efficient quadratures for high-dimensional Bayesian data assimilation
- A discontinuous derivative-free optimization framework for multi-enterprise supply chain
- A stochastic Galerkin method for Hamilton-Jacobi equations with uncertainty
- Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario
- Hyperspherical sparse approximation techniques for high-dimensional discontinuity detection
- Discontinuous neural networks and discontinuity learning
- An adaptive WENO collocation method for differential equations with random coefficients
- High Order Edge Sensors with $\ell^1$ Regularization for Enhanced Discontinuous Galerkin Methods
This page was built for publication: Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q544574)
