Piecewise Polynomial Approximation of Probability Density Functions with Application to Uncertainty Quantification for Stochastic PDEs

DOI10.1007/978-3-030-48721-8_5zbMath1455.62157arXiv1906.10869OpenAlexW2953906353MaRDI QIDQ5141289

Max D. Gunzburger, Giacomo Capodaglio

Publication date: 18 December 2020

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.10869

zbMATH Keywords

polynomial approximationprobability density functionsstochastic PDEsuncertainty quantification

Mathematics Subject Classification ID

Stochastic approximation (62L20) Numerical interpolation (65D05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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