Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations

DOI10.1137/17M1125418zbMath1398.65014MaRDI QIDQ4636372

Gudmund Pammer, Stefan Rigger, Clemens Heitzinger

Publication date: 19 April 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equationmultivariate integrationquadrature and cubature formulasmultisymmetric polynomialspermutation-invariance

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Function spaces in general topology (54C35) Invariance and symmetry properties for PDEs on manifolds (58J70) Numerical integration (65D30) Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25)

Related Items (2)

Existence, Uniqueness, and a Comparison of Nonintrusive Methods for the Stochastic Nonlinear Poisson--Boltzmann Equation ⋮ Infinite-dimensional polynomial processes

Uses Software

• TOMS659
• TESTPACK
• sobol.cc

Cites Work

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