Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids

DOI10.1016/j.jcp.2011.02.022zbMath1218.65010OpenAlexW2100474665WikidataQ60151404 ScholiaQ60151404MaRDI QIDQ544574

Dongbin Xiu, John D. Jakeman, Richard Archibald

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

zbMATH Keywords

algorithmsnumerical examplesstochastic partial differential equationshigh-dimensional approximationadaptive sparse gridsgeneralized polynomial chaos methodmultivariate discontinuity detection

Mathematics Subject Classification ID

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)

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