A sparse multiresolution stochastic approximation for uncertainty quantification

DOI10.1090/conm/586/11634zbMath1302.60101OpenAlexW4238905185MaRDI QIDQ2869180

Alireza Doostan, Gianluca Iaccarino, Daniele E. Schiavazzi

Publication date: 3 January 2014

Published in: Recent Advances in Scientific Computing and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8c11c8405f255f9332c1e6be0ba2fd6d2f5dd324

zbMATH Keywords

importance samplingcompressive samplingKraichnan-Orszag problemmultiwavelet approximationsparse multiresolution analysis

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Statistical solutions of Navier-Stokes and related equations (76D06)

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