A sparse grid stochastic collocation method for partial differential equations with random input data

SIAM Journal on Numerical Analysis

Volumn 46, Issue 5, 2008, Pages 2309-2345

  Nobile, F ^a   Tempone, R ^b,c   Webster, C G ^d  

^a POLITECNICO DI MILANO   (Italy)

^b FLORIDA STATE UNIVERSITY   (United States)

^c ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^d SANDIA NATIONAL LABORATORIES   (United States)

Author keywords

Collocation techniques; Finite elements; Multivariate polynomial approximation; Smolyak approximation; Sparse grids; Stochastic PDEs; Uncertainty quantification

Indexed keywords

COLLOCATION TECHNIQUES; FINITE ELEMENTS; MULTIVARIATE POLYNOMIAL APPROXIMATION; SMOLYAK APPROXIMATION; SPARSE GRIDS; STOCHASTIC PDES; UNCERTAINTY QUANTIFICATION;

CLUSTER ANALYSIS; COMPUTATIONAL FLUID DYNAMICS; CONVERGENCE OF NUMERICAL METHODS; IMAGE SEGMENTATION; MATHEMATICAL MODELS; MONTE CARLO METHODS; PARTIAL DIFFERENTIAL EQUATIONS; PILES; POLYNOMIAL APPROXIMATION; RANDOM PROCESSES; RANDOM VARIABLES; SOLUTIONS; STOCHASTIC MODELS; TENSORS;

PROBLEM SOLVING;

EID: 52749083629     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/060663660     Document Type: Article

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