Multilevel adaptive stochastic collocation with dimensionality reduction

DOI10.1007/978-3-319-75426-0_3zbMath1408.65072OpenAlexW2809459933MaRDI QIDQ1716013

Ionuţ-Gabriel Farcaş, Benjamin Uekermann, Hans-Joachim Bungartz, Tobias Neckel, Paul Cristian Sârbu

Publication date: 29 January 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-75426-0_3

zbMATH Keywords

multilevel stochastic collocation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Navier-Stokes equations for incompressible viscous fluids (76D05) Technical applications of optics and electromagnetic theory (78A55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs with randomness, stochastic partial differential equations (35R60) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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