Ensemble Grouping Strategies for Embedded Stochastic Collocation Methods Applied to Anisotropic Diffusion Problems
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Publication:4636367
DOI10.1137/16M1066324zbMath1390.60229OpenAlexW2782822755MaRDI QIDQ4636367
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Publication date: 19 April 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1066324
stochastic partial differential equationssampling methodsstochastic collocation methodsembedded ensemble propagationanisotropic diffusion modelsforward uncertainty propagation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)
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Surrogate-Based Ensemble Grouping Strategies for Embedded Sampling-Based Uncertainty Quantification, GMRES with embedded ensemble propagation for the efficient solution of parametric linear systems in uncertainty quantification of computational models, Multilevel methods for uncertainty quantification of elliptic PDEs with random anisotropic diffusion
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