Unsteady adaptive stochastic collocation methods on sparse grids
error estimatesnumerical examplesparabolic problemsrandom fieldsstochastic collocationuncertainty quantification
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical solutions to stochastic differential and integral equations (65C30) Error analysis and interval analysis (65G99) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
- Adjoint error estimation for stochastic collocation methods
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- An adaptive sparse grid method for elliptic PDEs with stochastic coefficients
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs
- Multilevel adaptive stochastic collocation with dimensionality reduction
- Stochastic collocation with hierarchical extended B-splines on sparse grids
- Adaptive single- and multilevel stochastic collocation methods for uncertain gas transport in large-scale networks
- An efficient multi-level high-order algorithm for simulation of a class of Allen-Cahn stochastic systems
- Sparse grid collocation schemes for stochastic natural convection problems
- An adaptive sparse grid method for elliptic PDEs with stochastic coefficients
- Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids
- Approximation of quantities of interest in stochastic PDEs by the random discrete L^2 projection on polynomial spaces
- Efficient collocational approach for parametric uncertainty analysis
- Adjoint error estimation for stochastic collocation methods
- Stochastic collocation on unstructured multivariate meshes
- Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs
- Adaptive multi-level Monte Carlo and stochastic collocation methods for hyperbolic partial differential equations with random data on networks
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