Multi-element probabilistic collocation method in high dimensions
type: Item
instance of: scholarly article
title: Multi-element probabilistic collocation method in high dimensions
zbMATH Open document ID: 1181.65014
author: Jasmine Foo
author: George Em Karniadakis
published in: Journal of Computational Physics
publication date: 2010-02-09T00:00:00Z
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 5668179
zbMATH Keywords: domain decomposition
zbMATH Keywords: stochastic partial differential equations
zbMATH Keywords: sparse grids
describes a project that uses: TESTPACK
MaRDI profile type: Publication
full work available at URL: j.jcp.2009.10.043
OpenAlex ID: W1972020904
cites work: The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
cites work: Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
cites work: The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
cites work: High-Order Collocation Methods for Differential Equations with Random Inputs
cites work: Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
cites work: Uncertainty Quantification in CFD Simulations: A Stochastic Spectral Approach
cites work: Stochastic approaches to uncertainty quantification in CFD simulations
cites work: Solution of stochastic partial differential equations using Galerkin finite element techniques
cites work: Q3997987
cites work: Finite elements for elliptic problems with stochastic coefficients
cites work: Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
cites work: Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
cites work: A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
cites work: Sparse grid collocation schemes for stochastic natural convection problems
cites work: Uncertainty propagation using Wiener-Haar expansions
cites work: Multi-resolution analysis of Wiener-type uncertainty propagation schemes
cites work: An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
cites work: A stochastic projection method for fluid flow. II: Random process
cites work: Sparse Quadrature as an Alternative to Monte Carlo for Stochastic Finite Element Techniques
cites work: Q5600030
cites work: Simple cubature formulas with high polynomial exactness
cites work: High dimensional polynomial interpolation on sparse grids
cites work: High dimensional integration of smooth functions over cubes
cites work: On the Smolyak cubature error for analytic functions
cites work: A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
cites work: Dimension-adaptive tensor-product quadrature
cites work: The exponent of discrepancy of sparse grids is at least 2. 1933
cites work: Weighted tensor product algorithms for linear multivariate problems
cites work: An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
cites work: Q3263816
cites work: A Class of Statistics with Asymptotically Normal Distribution
cites work: Multivariate sensitivity analysis of saturated flow through simulated highly heterogeneous groundwater aquifers
cites work: When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
cites work: Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
cites work: Efficient input-output model representations
cites work: Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
cites work: Sparse high order FEM for elliptic sPDEs
cites work: Stochastic differential equations. An introduction with applications.
cites work: Anchor Points Matter in ANOVA Decomposition
cites work: Spectral polynomial chaos solutions of the stochastic advection equation
cites work: Q4892090
cites work: The effective dimension and quasi-Monte Carlo integration
cites work: The dimension of attractors underlying periodic turbulent Poiseuille flow
cites work: Dynamical eigenfunction decomposition of turbulent channel flow
DOI: 10.1016/J.JCP.2009.10.043
Recommended article: High-order maximum-entropy collocation methods
Recommended article: Q3500599
Recommended article: Stochastic collocation methods on unstructured grids in high dimensions via interpolation
Recommended article: Multi-index stochastic collocation for random PDEs
Recommended article: Q3984953
Recommended article: Stochastic Collocation on Unstructured Multivariate Meshes
Recommended article: Numerical methods for high-dimensional probability density function equations
Recommended article: Multi-fidelity stochastic collocation method for computation of statistical moments
Recommended article: Stochastic Methods for Solving High-Dimensional Partial Differential Equations
Recommended article: The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
description: scientific article; zbMATH DE number 5668179