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

Mathematics

• Random Input 100%
• PDE 100%
• Sparse Grids 100%
• Stochastics 100%
• Input Data 100%
• Random Variable 75%
• Tensor 50%
• Monte Carlo 50%
• Total Number 25%
• Solving Partial Differential Equation 25%
• Posteriori 25%
• Asymptotics 25%
• Random Coefficient 25%
• Convergence Analysis 25%
• Gaussian Distribution 25%
• Probability Space 25%
• Curse of Dimensionality 25%
• Coefficient Term 25%
• Number 25%
• Forcing Term 25%
• Nonlinearities 25%
• Dimensional Problem 25%
• Numerical Example 25%
• Random Field 25%
• Truncation 25%

Keyphrases

• Anisotropic Sparse Grid 100%
• Algebraic Convergence 33%
• Clenshaw-Curtis 33%
• Fully Discrete Problem 33%
• Partial Differential Equations with Random Coefficients 33%
• Anisotropic Problem 33%
• Preasymptotics 33%