Pages that link to "Item:Q1281788"

The following pages link to Numerical integration using sparse grids (Q1281788):

Displaying 50 items.

• An adaptive \(hp\)-version of the multilevel particle-partition of unity method (Q1008929) (← links)
• A stochastic multiscale framework for modeling flow through random heterogeneous porous media (Q1010336) (← links)
• An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations (Q1013191) (← links)
• Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
• A multiscale stochastic finite element method on elliptic problems involving uncertainties (Q1033221) (← links)
• Multivariate quadrature on adaptive sparse grids (Q1412062) (← links)
• Interpolation of functions from Besov-type spaces on Gauß-Chebyshev grids (Q1578432) (← links)
• Novel results for the anisotropic sparse grid quadrature (Q1635840) (← links)
• Adaptive sparse-grid Gauss-Hermite filter (Q1639552) (← links)
• A two-level sparse grid collocation method for semilinear stochastic elliptic equation (Q1642854) (← links)
• Convergence analysis of multifidelity Monte Carlo estimation (Q1651008) (← links)
• Adaptive numerical integration in element-free Galerkin methods for elliptic boundary value problems (Q1654587) (← links)
• A priori testing of sparse adaptive polynomial chaos expansions using an ocean general circulation model database (Q1663464) (← links)
• Reliability-based topology optimization using stochastic response surface method with sparse grid design (Q1665801) (← links)
• Robust topology optimization based on stochastic collocation methods under loading uncertainties (Q1666048) (← links)
• Optimization of black-box problems using Smolyak grids and polynomial approximations (Q1668801) (← links)
• Mixed Hölder matrix discovery via wavelet shrinkage and Calderón-Zygmund decompositions (Q1669061) (← links)
• The second order perturbation approach for elliptic partial differential equations on random domains (Q1686216) (← links)
• Bayesian model selection for complex geological structures using polynomial chaos proxy (Q1702394) (← links)
• Sparse grid quadrature rules based on conformal mappings (Q1716020) (← links)
• The mixed Lipschitz space and its dual for tree metrics (Q1742818) (← links)
• Error analysis of the Wiener-Askey polynomial chaos with hyperbolic cross approximation and its application to differential equations with random input (Q1743933) (← links)
• A polynomial chaos expansion in dependent random variables (Q1748336) (← links)
• Sparse approximation of multilinear problems with applications to kernel-based methods in UQ (Q1749442) (← links)
• Quasi-Monte Carlo algorithms for diffusion equations in high dimensions (Q1775922) (← links)
• An equation-by-equation method for solving the multidimensional moment constrained maximum entropy problem (Q1789236) (← links)
• Analysis of a nonlinear aeroelastic system with parametric uncertainties using polynomial chaos expansion (Q1958825) (← links)
• Stable integration rules with scattered integration points (Q1964085) (← links)
• Generation and application of multivariate polynomial quadrature rules (Q1986197) (← links)
• Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition (Q1986743) (← links)
• Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain (Q1994576) (← links)
• Model order reduction for random nonlinear dynamical systems and low-dimensional representations for their quantities of interest (Q1997672) (← links)
• Numerical performance of optimized Frolov lattices in tensor product reproducing kernel Sobolev spaces (Q2040459) (← links)
• A copula-based uncertainty propagation method for structures with correlated parametric p-boxes (Q2060765) (← links)
• Polynomial surrogates for Bayesian traveltime tomography (Q2062365) (← links)
• Product-form estimators: exploiting independence to scale up Monte Carlo (Q2066757) (← links)
• Numerical analysis of a second order ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations (Q2074875) (← links)
• A non-intrusive model order reduction approach for parameterized time-domain Maxwell's equations (Q2083308) (← links)
• Propagation of uncertainties in density-driven flow (Q2091293) (← links)
• A spatially adaptive sparse grid combination technique for numerical quadrature (Q2091296) (← links)
• On surrogate learning for linear stability assessment of Navier-Stokes equations with stochastic viscosity. (Q2093340) (← links)
• An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid acceleration (Q2095529) (← links)
• An error bound for the time-sliced thawed Gaussian propagation method (Q2095800) (← links)
• Stochastic collocation method for stochastic optimal boundary control of the Navier-Stokes equations (Q2096954) (← links)
• An effective and efficient method for structural reliability considering the distributional parametric uncertainty (Q2109478) (← links)
• Computing the density function of complex models with randomness by using polynomial expansions and the RVT technique. Application to the SIR epidemic model (Q2120398) (← links)
• Estimation of dynamic systems using a method of characteristics filter (Q2125516) (← links)
• A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model (Q2129156) (← links)
• Uncertainty quantification in game theory (Q2129429) (← links)
• Smooth bootstrapping of copula functionals (Q2137805) (← links)