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

SIAM Review

Volumn 52, Issue 2, 2010, Pages 317-355

  Babuška, Ivo ^a   Nobile, Fabio ^b   Tempone, Raúl ^c  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b POLITECNICO DI MILANO   (Italy)

^c KING ABDULLAH UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Saudi Arabia)

Author keywords

Anisotropic sparse approximation; Convergence rates; Finite elements; Multivariate polynomial approximation; Partial differential equations with random inputs; Smolyak approximation; Stochastic collocation method; Uncertainty quantification

Indexed keywords

CONVERGENCE RATES; FINITE ELEMENT; MULTIVARIATE POLYNOMIAL APPROXIMATION; RANDOM INPUT; SMOLYAK APPROXIMATION; SPARSE APPROXIMATIONS; STOCHASTIC COLLOCATION METHOD; UNCERTAINTY QUANTIFICATIONS;

ANISOTROPY; COMPUTATIONAL FLUID DYNAMICS; INPUT OUTPUT PROGRAMS; MULTIVARIABLE SYSTEMS; PARTIAL DIFFERENTIAL EQUATIONS; POLYNOMIAL APPROXIMATION; STOCHASTIC SYSTEMS; TENSORS;

RANDOM VARIABLES;

EID: 77954348131     PISSN: 00361445     EISSN: None     Source Type: Journal    
DOI: 10.1137/100786356     Document Type: Review

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