Simplex Stochastic Collocation with Random Sampling and Extrapolation for Nonhypercube Probability Spaces

DOI10.1137/100817504zbMath1248.65013OpenAlexW2082914312MaRDI QIDQ2904814

Gianluca Iaccarino, Jeroen A. S. Witteveen

Publication date: 23 August 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100817504

zbMATH Keywords

numerical examples extrapolation superlinear convergence random sampling Delaunay triangulation uncertainty quantification stochastic collocation adaptive element refinement essentially extremum diminishing nonhypercube

Mathematics Subject Classification ID

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) Numerical solutions to stochastic differential and integral equations (65C30)

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