A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach

DOI10.1016/j.jcp.2008.01.019zbMath1142.65008OpenAlexW2012213223MaRDI QIDQ924474

Baskar Ganapathysubramanian, Nicholas Zabaras

Publication date: 16 May 2008

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2008.01.019

zbMATH Keywords

stochastic optimizationnumerical examplesinverse problemsstochastic partial differential equationssparse gridscollocation methodsscalable algorithmsparallal computation

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Parallel numerical computation (65Y05) 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) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

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