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

SIAM Journal on Numerical Analysis

Volumn 46, Issue 5, 2008, Pages 2411-2442

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

^a MOX   (Italy)

^b FLORIDA STATE UNIVERSITY   (United States)

^c ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^d SANDIA NATIONAL LABORATORIES   (United States)

Author keywords

Anisotropic sparse grids; Collocation techniques; Differential equations; Finite elements; Multivariate polynomial approximation; PDEs with random data; Smolyak sparse approximation; Uncertainty quantification

Indexed keywords

ANISOTROPIC SPARSE GRIDS; COLLOCATION TECHNIQUES; FINITE ELEMENTS; MULTIVARIATE POLYNOMIAL APPROXIMATION; PDES WITH RANDOM DATA; SMOLYAK SPARSE APPROXIMATION; UNCERTAINTY QUANTIFICATION;

ANISOTROPY; ASYMPTOTIC ANALYSIS; CLUSTER ANALYSIS; COMPUTATIONAL FLUID DYNAMICS; CONTROL NONLINEARITIES; CONTROL THEORY; CONVERGENCE OF NUMERICAL METHODS; IMAGE SEGMENTATION; MONTE CARLO METHODS; PARTIAL DIFFERENTIAL EQUATIONS; POLYNOMIAL APPROXIMATION; PROBABILITY; RANDOM PROCESSES; RANDOM VARIABLES; STOCHASTIC MODELS; TENSORS;

PROBLEM SOLVING;

EID: 52749093759     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/070680540     Document Type: Article

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