An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs

DOI10.1007/s10915-023-02417-warXiv2305.03939MaRDI QIDQ6178632

Guanjie Wang, Smita Sahu, Qifeng Liao

Publication date: 16 January 2024

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2305.03939

zbMATH Keywords

uncertainty quantificationgeneralized polynomial chaosadaptive ANOVAstochastic Galerkin methods

Mathematics Subject Classification ID

Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Numerical approximation of high-dimensional functions; sparse grids (65D40)

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