A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids
DOI10.1016/j.jcp.2011.05.038zbMath1252.65015MaRDI QIDQ655055
Leonidas S. Xanthis, Xiaoan Ren, Wenquan Wu
Publication date: 28 December 2011
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2011.05.038
numerical examples; spectral methods; uncertainty quantification; polynomial chaos expansion; steep gradients in stochastic problems; stochastic convection-diffusion; stochastic space-refinement; stochastic wavelet multiscale solver
65T60: Numerical methods for wavelets
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
65M70: Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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