The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications

Journal of Computational Physics

Volumn 227, Issue 22, 2008, Pages 9572-9595

  Foo, Jasmine ^a   Wan, Xiaoliang ^a   Karniadakis, George Em ^a  

^a BROWN UNIVERSITY   (United States)

Author keywords

Domain decomposition; Sparse grids; Stochastic partial differential equations

Indexed keywords

DOMAIN DECOMPOSITION METHODS; MONTE CARLO METHODS; NAVIER STOKES EQUATIONS; NUMERICAL METHODS; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS; TENSORS;

CONVERGENCE RATES; DOMAIN DECOMPOSITIONS; MULTI-ELEMENT PROBABILISTIC COLLOCATION METHOD; NUMERICAL TECHNIQUES; QUADRATURE RULES; RANDOM PARAMETERS; SPARSE GRID; SPECTRAL METHODS; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION; STOCHASTICS;

ERRORS;

EID: 52749087886     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2008.07.009     Document Type: Article

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