Multi-Index Stochastic Collocation for random PDEs
نویسندگان
چکیده
منابع مشابه
Multi-index stochastic collocation for random PDEs
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: ...
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ژورنال
عنوان ژورنال: Computer Methods in Applied Mechanics and Engineering
سال: 2016
ISSN: 0045-7825
DOI: 10.1016/j.cma.2016.03.029