Multi-element probabilistic collocation method in high dimensions

DOI10.1016/j.jcp.2009.10.043zbMath1181.65014OpenAlexW1972020904MaRDI QIDQ846580

Jasmine Foo, George Em. Karniadakis

Publication date: 9 February 2010

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2009.10.043

zbMATH Keywords

domain decompositionstochastic partial differential equationssparse grids

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• TESTPACK

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