Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
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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)
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Cites work
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 47509 (Why is no real title available?)
- scientific article; zbMATH DE number 3321507 (Why is no real title available?)
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
- Adaptive edge detectors for piecewise smooth data based on the minmod limiter
- Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences
- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- An introduction to support vector machines and other kernel-based learning methods.
- Data mining with sparse grids
- Determining the locations and discontinuities in the derivatives of functions
- Dimension-adaptive tensor-product quadrature
- Dimension-wise integration of high-dimensional functions with applications to finance
- Discontinuity detection in multivariate space for stochastic simulations
- Efficient collocational approach for parametric uncertainty analysis
- Fast numerical methods for stochastic computations: a review
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Galerkin method for wave equations with uncertain coefficients
- High dimensional polynomial interpolation on sparse grids
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Modeling diffusion in random heterogeneous media: data-driven models, stochastic collocation and the variational multiscale method
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- Numerical approach for quantification of epistemic uncertainty
- Numerical integration using sparse grids
- Polynomial Fitting for Edge Detection in Irregularly Sampled Signals and Images
- Principal manifold learning by sparse grids
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- The combination technique and some generalisations
- The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
- Uncertainty propagation using Wiener-Haar expansions
- Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
Cited in
(34)- High Order Edge Sensors with $\ell^1$ Regularization for Enhanced Discontinuous Galerkin Methods
- 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
- Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions
- Level set methods for stochastic discontinuity detection in nonlinear problems
- New high-order numerical methods for hyperbolic systems of nonlinear PDEs with uncertainties
- 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
- Discontinuity detection in multivariate space for stochastic simulations
- A method for dimensionally adaptive sparse trigonometric interpolation of periodic functions
- A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection
- From data to uncertainty: an efficient integrated data-driven sparse grid approach to propagate uncertainty
- Deep neural network surrogates for nonsmooth quantities of interest in shape uncertainty quantification
- Non-intrusive uncertainty quantification with sparse grids for multivariate peridynamic simulations
- Gegenbauer reconstruction method with edge detection for multi-dimensional uncertainty propagation
- Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties
- Mercer kernels and integrated variance experimental design: connections between Gaussian process regression and polynomial approximation
- 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
- Uncertainty quantification of geochemical and mechanical compaction in layered sedimentary basins
- Stochastic collocation methods for nonlinear parabolic equations with random coefficients
- An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
- A discontinuous derivative-free optimization framework for multi-enterprise supply chain
- Efficient quadratures for high-dimensional Bayesian data assimilation
- 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
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