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Stochastic Collocation via<i>l</i><sub>1</sub>-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification - MaRDI portal

Stochastic Collocation via<i>l</i><sub>1</sub>-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification (Q5372043)

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scientific article; zbMATH DE number 6797018
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English
Stochastic Collocation via<i>l</i><sub>1</sub>-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification
scientific article; zbMATH DE number 6797018

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    Stochastic Collocation via<i>l</i><sub>1</sub>-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification (English)
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    23 October 2017
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    stochastic collocation
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    quasi-Monte Carlo sequence
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    low discrepancy point sets
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    Legendre polynomials
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    \(\ell_1\)-minimisation
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