A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids
DOI10.1016/j.jcp.2011.05.038zbMath1252.65015OpenAlexW2017966787MaRDI QIDQ655055
Leonidas S. Xanthis, Xiaoan Ren, Wenquan Wu
Publication date: 28 December 2011
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2011.05.038
numerical examplesspectral methodsuncertainty quantificationpolynomial chaos expansionsteep gradients in stochastic problemsstochastic convection-diffusionstochastic space-refinementstochastic wavelet multiscale solver
Numerical methods for wavelets (65T60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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