Stochastic Collocation vial1-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification

DOI10.4208/eajam.090615.060216azbMath1468.65165OpenAlexW2350329111MaRDI QIDQ5372043

Ling Guo, Yongle Liu

Publication date: 23 October 2017

Published in: East Asian Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.090615.060216a

zbMATH Keywords

Legendre polynomialsstochastic collocationlow discrepancy point sets\(\ell_1\)-minimisationquasi-Monte Carlo sequence

Mathematics Subject Classification ID

Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items

Towards optimal sampling for learning sparse approximation in high dimensions, A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness

Uses Software

• SPGL1
• Yall1

Cites Work

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