AN ADAPTIVE REDUCED BASIS COLLOCATION METHOD BASED ON PCM ANOVA DECOMPOSITION FOR ANISOTROPIC STOCHASTIC PDES

DOI10.1615/Int.J.UncertaintyQuantification.2018024436zbMath1498.65215arXiv1709.08597MaRDI QIDQ5052327

Heyrim Cho, Howard C. Elman

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.08597

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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