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The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications - MaRDI portal

The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications (Q955267)

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scientific article; zbMATH DE number 5368831
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The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
scientific article; zbMATH DE number 5368831

    Statements

    The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications (English)
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    19 November 2008
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    domain decomposition
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    stochastic partial differential equations
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    sparse grids
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    Gauss quadrature
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    error bound
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    stochastic Galerkin method
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    comparison of methods
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    stochastic spectral methods
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    probabilistic collocation method
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    Clenshaw-Curtis quadrature
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    convergence
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    algorithm
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    numerical examples
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    Navier-Stokes examples
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    stochastic diffusion problem
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    Monte Carlo method
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    quasi-random sequence methods
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