High-Order Collocation Methods for Differential Equations with Random Inputs

DOI10.1137/040615201zbMath1091.65006OpenAlexW2143591652MaRDI QIDQ5470357

Dongbin Xiu, Jan S. Hesthaven

Publication date: 30 May 2006

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: http://infoscience.epfl.ch/record/190489

zbMATH Keywords

comparison of methodsnumerical examplesMonte Carlo methodsuncertainty quantificationstochastic inputsstochastic collocationsampling methodsstochastic Galerkin methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Regression, On the treatment of distributed uncertainties in PDE-constrained optimization, Using automatic differentiation for compressive sensing in uncertainty quantification, Stochastic analysis of transport in tubes with rough walls, eXtended Stochastic Finite Element Method for the numerical simulation of heterogeneous materials with random material interfaces, Uncertainty quantification models for micro-scale squeeze-film damping, Hybrid Stochastic Kinetic Description of Two-Dimensional Traffic Dynamics, Multilevel Control Variates for Uncertainty Quantification in Simulations of Cloud Cavitation, Functional Regression for State Prediction Using Linear PDE Models and Observations, A polynomial chaos approach to stochastic variational inequalities, Adaptive multi-element polynomial chaos with discrete measure: algorithms and application to SPDEs, A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables, A posteriori error estimation for elliptic partial differential equations with small uncertainties, The Helmholtz Equation in Random Media: Well-Posedness and A Priori Bounds, Density Estimation in Uncertainty Propagation Problems Using a Surrogate Model, Sparse quadrature for high-dimensional integration with Gaussian measure, From Data to Uncertainty: An Efficient Integrated Data-Driven Sparse Grid Approach to Propagate Uncertainty, Spectral Tensor-Train Decomposition, Hierarchical Schur complement preconditioner for the stochastic Galerkin finite element methods, Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs, Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs, Efficient sampling for spatial uncertainty quantification in multibody system dynamics applications, Sensitivity analysis and stochastic simulations of non‐equilibrium plasma flow, Uncertainty quantification in chemical systems, A hybrid collocation/Galerkin scheme for convective heat transfer problems with stochastic boundary conditions, Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients, Modeling synchronization in globally coupled oscillatory systems using model order reduction, Nonlinear geometric optics based multiscale stochastic Galerkin methods for highly oscillatory transport equations with random inputs, Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark, Stabilized Scalar Auxiliary Variable Ensemble Algorithms for Parameterized Flow Problems, Physics Information Aided Kriging using Stochastic Simulation Models, Adaptive Uncertainty Quantification for Computational Fluid Dynamics, Multi-level Monte Carlo Finite Volume Methods for Uncertainty Quantification in Nonlinear Systems of Balance Laws, Essentially Non-oscillatory Stencil Selection and Subcell Resolution in Uncertainty Quantification, Hyperbolic compartmental models for epidemic spread on networks with uncertain data: Application to the emergence of COVID-19 in Italy, Discontinuous Galerkin methods for elliptic partial differential equations with random coefficients, Emulation to simulate low-resolution atmospheric data, Efficient computation of unsteady flow in complex river systems with uncertain inputs