An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
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Publication:969458
DOI10.1016/J.JCP.2010.01.033zbMATH Open1189.65019OpenAlexW1974963628MaRDI QIDQ969458FDOQ969458
Authors: Xiang Ma, Nicholas Zabaras 
Publication date: 7 May 2010
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2010.01.033
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stochastic partial differential equationsnumerical examplessparse gridshigh-dimensional model representationstochastic collocation methodMonte Carlo (MC) simulationrandom heterogeneous media
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) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
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